public interface MultivariateDiscreteSDE
Modifier and Type | Method and Description |
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Vector |
dXt(MultivariateFt ft)
This is the SDE specification of a stochastic process.
|
MultivariateFt |
getNewFt()
Get an empty filtration of the process.
|
int |
nB()
Get the number of independent driving Brownian motions.
|
int nB()
MultivariateFt getNewFt()
Vector dXt(MultivariateFt ft)
ft
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