Package | Description |
---|---|
dev.nm.stat.stochasticprocess.multivariate.random | |
dev.nm.stat.stochasticprocess.multivariate.sde.discrete |
Constructor and Description |
---|
MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a random realization generator from a multivariate discrete SDE.
|
MultivariateRandomWalk(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a multivariate stochastic process from an SDE.
|
Modifier and Type | Class and Description |
---|---|
class |
MultivariateBrownianSDE
A multivariate Brownian motion is a stochastic process with the following properties.
|
class |
MultivariateEulerSDE
The Euler scheme is the first order approximation of an SDE.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.