ConstantSigma1
instead.@Deprecated public class ConstantSigma2 extends DiffusionSigma
Constructor and Description |
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ConstantSigma2(Matrix sigma)
Deprecated.
Construct a constant diffusion coefficient function.
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Modifier and Type | Method and Description |
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int |
dimension()
Deprecated.
Get the dimension of the process.
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int |
nB()
Deprecated.
Get the number of independent Brownian motions.
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FtAdaptedRealFunction |
sigma_ij(int i,
int j)
Deprecated.
Get the Ft adapted function the D[i,j] entry in the diffusion matrix.
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evaluate
public ConstantSigma2(Matrix sigma)
sigma
- the constant diffusion matrixpublic FtAdaptedRealFunction sigma_ij(int i, int j)
DiffusionSigma
sigma_ij
in class DiffusionSigma
i
- the row indexj
- the column indexpublic int dimension()
DiffusionMatrix
public int nB()
DiffusionMatrix
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