Class and 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 and Description |
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DiffusionMatrix
The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).
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DiffusionSigma
This class implements the diffusion term in the form of a diffusion matrix.
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DriftVector
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
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