Interface | Description |
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DiffusionMatrix |
The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).
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DriftVector |
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
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Class | Description |
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ConstantDriftVector |
The class represents a constant drift function.
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ConstantSigma1 |
The class represents a constant diffusion coefficient function.
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ConstantSigma2 | Deprecated
This implementation is slow.
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DiffusionSigma |
This class implements the diffusion term in the form of a diffusion matrix.
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ZeroDriftVector |
This class represents a 0 drift function.
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