Class XtAdaptedFunction
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.sde.XtAdaptedFunction
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- All Implemented Interfaces:
FtAdaptedFunction
public abstract class XtAdaptedFunction extends Object implements FtAdaptedFunction
This represents an Ft-adapted function that depends only on X(t).
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Constructor Summary
Constructors Constructor Description XtAdaptedFunction()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description abstract double
evaluate(double Xt)
Evaluate this function, f, based on only the current value of the stochastic process.double
evaluate(Ft ft)
Evaluate this function, f, at time t.
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Method Detail
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evaluate
public abstract double evaluate(double Xt)
Evaluate this function, f, based on only the current value of the stochastic process.- Parameters:
Xt
- the current value of the stochastic process- Returns:
- f(Xt)
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evaluate
public double evaluate(Ft ft)
Description copied from interface:FtAdaptedFunction
Evaluate this function, f, at time t.- Specified by:
evaluate
in interfaceFtAdaptedFunction
- Parameters:
ft
- the filtration at time t- Returns:
- f(t) = f(Ft)
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