| Interface | Description |
|---|---|
| RandomRealizationGenerator |
This interface defines a generator to construct random realizations from a univariate stochastic process.
|
| Class | Description |
|---|---|
| ExpectationAtEndTime |
This class computes the expectation (mean) and the variance of a stochastic process,
by Monte Carlo simulation, at the end of an interval: \(E(X_T)\).
|
| RandomProcess |
This interface represents a univariate random process a.k.a.
|
| RandomRealizationOfRandomProcess |
This class generates random realizations from a random/stochastic process.
|
| RandomWalk |
This is the Random Walk construction of a stochastic process per SDE
specification.
|
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