Package | Description |
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dev.nm.stat.stochasticprocess.multivariate.sde | |
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients |
Modifier and Type | Method and Description |
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DriftVector |
MultivariateSDE.mu()
Get the drift: \(\mu(t,X_t,Z_t,...)\).
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Constructor and Description |
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MultivariateSDE(DriftVector mu,
DiffusionMatrix sigma,
int nB)
Construct a multi-dimensional diffusion type stochastic differential equation.
|
Modifier and Type | Class and Description |
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class |
ConstantDriftVector
The class represents a constant drift function.
|
class |
ZeroDriftVector
This class represents a 0 drift function.
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