Package | Description |
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dev.nm.stat.stochasticprocess.univariate.sde |
Modifier and Type | Method and Description |
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Drift |
SDE.drift()
Get the drift: \(\mu(t,X_t,Z_t,...)\).
|
Constructor and Description |
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SDE(Drift drift,
Diffusion diffusion)
Construct a univariate diffusion type stochastic differential equation.
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