Interface | Description |
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MultivariateRandomRealizationGenerator |
This interface defines a generator to construct random realizations from a multivariate stochastic process.
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Class | Description |
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MultivariateBrownianRRG |
This is the Random Walk construction of a multivariate Brownian motion.
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MultivariateRandomProcess |
This interface represents a multivariate random process a.k.a.
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MultivariateRandomRealizationOfRandomProcess |
This class generates random realizations from a multivariate random/stochastic process.
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MultivariateRandomWalk |
This is the Random Walk construction of a multivariate stochastic process per SDE specification.
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