- All Superinterfaces:
- FtAdaptedFunction
public interface Drift
extends FtAdaptedFunction
This class represents the drift term, μ, of a univariate SDE.
It has this form: \(\mu(t,X_t,Z_t,...)\).
The drift is an Ft adapted function.
- See Also:
- "Fima C. Klebaner, "pp. 126," Introduction to Stochastic Calculus with Applications, 2nd ed, Imperial College Press, 2006."