| Package | Description |
|---|---|
| dev.nm.stat.stochasticprocess.univariate.sde |
| Modifier and Type | Method and Description |
|---|---|
Diffusion |
SDE.diffusion()
Get the diffusion coefficient: \(\sigma(t, X_t, Z_t, ...)\).
|
| Constructor and Description |
|---|
SDE(Drift drift,
Diffusion diffusion)
Construct a univariate diffusion type stochastic differential equation.
|
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