Package dev.nm.stat.stochasticprocess.multivariate.sde.coefficients
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Interface Summary Interface Description DiffusionMatrix The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).DriftVector The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...). -
Class Summary Class Description ConstantDriftVector The class represents a constant drift function.ConstantSigma1 The class represents a constant diffusion coefficient function.ConstantSigma2 Deprecated. This implementation is slow.DiffusionSigma This class implements the diffusion term in the form of a diffusion matrix.ZeroDriftVector This class represents a 0 drift function.