Package | Description |
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dev.nm.stat.stochasticprocess.multivariate.random | |
dev.nm.stat.stochasticprocess.multivariate.sde.discrete |
Constructor and Description |
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MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde,
int size)
Construct a random realization generator from a multivariate SDE.
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MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a random realization generator from a multivariate SDE.
|
Constructor and Description |
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MultivariateEulerSDE(MultivariateSDE sde)
Discretize a multivariate, continuous-time SDE using the Euler scheme.
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