| Interface | Description |
|---|---|
| DiffusionMatrix |
The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).
|
| DriftVector |
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
|
| Class | Description |
|---|---|
| ConstantDriftVector |
The class represents a constant drift function.
|
| ConstantSigma1 |
The class represents a constant diffusion coefficient function.
|
| ConstantSigma2 | Deprecated
This implementation is slow.
|
| DiffusionSigma |
This class implements the diffusion term in the form of a diffusion matrix.
|
| ZeroDriftVector |
This class represents a 0 drift function.
|
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