- All Superinterfaces:
- FtAdaptedVectorFunction
- All Known Implementing Classes:
- ConstantDriftVector, ZeroDriftVector
public interface DriftVector
extends FtAdaptedVectorFunction
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
- See Also:
- "Fima C. Klebaner, "Section 4.7," Introduction to Stochastic Calculus with Applications, 2nd ed, Imperial College Press, 2006."