public class RandomWalk extends RandomProcess
| Constructor and Description |
|---|
RandomWalk(DiscreteSDE sde,
double dt,
double x0)
Constructs a univariate stochastic process from an SDE.
|
RandomWalk(DiscreteSDE sde,
TimeGrid timeGrid,
double x0)
Constructs a univariate stochastic process from an SDE.
|
| Modifier and Type | Method and Description |
|---|---|
double |
nextDouble()
Get the next random
double. |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
|
dB, nextTime, time, Ztpublic RandomWalk(DiscreteSDE sde, TimeGrid timeGrid, double x0)
sde - a discrete SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic RandomWalk(DiscreteSDE sde, double dt, double x0)
sde - a discrete SDEdt - the grid space for a uniform time gridx0 - the initial value of the processpublic void seed(long... seeds)
Seedableseed in interface Seedableseed in class RandomProcessseeds - the seedspublic double nextDouble()
RandomNumberGeneratordouble.Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.