Interface | Description |
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MultivariateDiscreteSDE |
This interface represents the discrete approximation of a multivariate SDE.
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Class | Description |
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MultivariateBrownianSDE |
A multivariate Brownian motion is a stochastic process with the following properties.
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MultivariateEulerSDE |
The Euler scheme is the first order approximation of an SDE.
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