public class FtWt extends Ft
Ft
Constructor and Description |
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FtWt()
Construct an empty filtration (no information).
|
FtWt(FtWt that)
Copy constructor.
|
Modifier and Type | Method and Description |
---|---|
FtWt |
deepCopy()
The implementation returns an instance created from
this by the copy
constructor of the class, or just this if the instance itself is
immutable. |
void |
setDt(double dt)
Set the current time differential.
|
void |
setZt(double Zt)
Set the current value of the Gaussian innovation.
|
double |
t()
Get the current time.
|
double |
Wt()
Get the current value of the driving Brownian motion.
|
public FtWt()
public FtWt(FtWt that)
that
- another Ftpublic FtWt deepCopy()
DeepCopyable
this
by the copy
constructor of the class, or just this
if the instance itself is
immutable.deepCopy
in interface DeepCopyable
deepCopy
in class Ft
public double t()
public double Wt()
public void setDt(double dt)
Ft
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