Interface | Description |
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RandomRealizationGenerator |
This interface defines a generator to construct random realizations from a univariate stochastic process.
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Class | Description |
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ExpectationAtEndTime |
This class computes the expectation (mean) and the variance of a stochastic process,
by Monte Carlo simulation, at the end of an interval: \(E(X_T)\).
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RandomProcess |
This interface represents a univariate random process a.k.a.
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RandomRealizationOfRandomProcess |
This class generates random realizations from a random/stochastic process.
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RandomWalk |
This is the Random Walk construction of a stochastic process per SDE
specification.
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