Package | Description |
---|---|
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients |
Modifier and Type | Interface and Description |
---|---|
interface |
DriftVector
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
|
Modifier and Type | Class and Description |
---|---|
class |
ConstantDriftVector
The class represents a constant drift function.
|
class |
ZeroDriftVector
This class represents a 0 drift function.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.