public interface MultivariateDiscreteSDE
| Modifier and Type | Method and Description |
|---|---|
Vector |
dXt(MultivariateFt ft)
This is the SDE specification of a stochastic process.
|
MultivariateFt |
getNewFt()
Get an empty filtration of the process.
|
int |
nB()
Get the number of independent driving Brownian motions.
|
int nB()
MultivariateFt getNewFt()
Vector dXt(MultivariateFt ft)
ft - filtrationCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.