public class RandomWalk extends RandomProcess
Constructor and Description |
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RandomWalk(DiscreteSDE sde,
double dt,
double x0)
Constructs a univariate stochastic process from an SDE.
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RandomWalk(DiscreteSDE sde,
TimeGrid timeGrid,
double x0)
Constructs a univariate stochastic process from an SDE.
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Modifier and Type | Method and Description |
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double |
nextDouble()
Get the next random
double . |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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dB, nextTime, time, Zt
public RandomWalk(DiscreteSDE sde, TimeGrid timeGrid, double x0)
sde
- a discrete SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the processpublic RandomWalk(DiscreteSDE sde, double dt, double x0)
sde
- a discrete SDEdt
- the grid space for a uniform time gridx0
- the initial value of the processpublic void seed(long... seeds)
Seedable
seed
in interface Seedable
seed
in class RandomProcess
seeds
- the seedspublic double nextDouble()
RandomNumberGenerator
double
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