public class ConstantDriftVector extends Object implements DriftVector
Constructor and Description |
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ConstantDriftVector(Vector mu)
Construct a constant drift function.
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Modifier and Type | Method and Description |
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Vector |
evaluate(MultivariateFt ft)
Evaluate this function, f, at time t.
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public ConstantDriftVector(Vector mu)
mu
- the driftpublic Vector evaluate(MultivariateFt ft)
FtAdaptedVectorFunction
evaluate
in interface FtAdaptedVectorFunction
ft
- the filtration at time tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.