Package | Description |
---|---|
dev.nm.stat.stochasticprocess.univariate.sde | |
dev.nm.stat.stochasticprocess.univariate.sde.coefficients |
Modifier and Type | Class and Description |
---|---|
class |
XtAdaptedFunction
This represents an Ft-adapted function that depends only on X(t).
|
Modifier and Type | Interface and Description |
---|---|
interface |
Diffusion
This class represents the diffusion term, σ, of a univariate SDE.
|
interface |
Drift
This class represents the drift term, μ, of a univariate SDE.
|
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