Package dev.nm.stat.stochasticprocess.univariate.sde.discrete
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Interface Summary Interface Description DiscreteSDE This interface represents the discrete approximation of a univariate SDE. -
Class Summary Class Description BMSDE A Brownian motion is a stochastic process with the following properties.EulerSDE The Euler scheme is the first order approximation of an SDE.MilsteinSDE Milstein scheme is a first-order approximation to a continuous-time SDE.