| Package | Description |
|---|---|
| dev.nm.stat.stochasticprocess.multivariate.random | |
| dev.nm.stat.stochasticprocess.multivariate.sde.discrete |
| Constructor and Description |
|---|
MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a random realization generator from a multivariate discrete SDE.
|
MultivariateRandomWalk(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a multivariate stochastic process from an SDE.
|
| Modifier and Type | Class and Description |
|---|---|
class |
MultivariateBrownianSDE
A multivariate Brownian motion is a stochastic process with the following properties.
|
class |
MultivariateEulerSDE
The Euler scheme is the first order approximation of an SDE.
|
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