Class IntegralDB
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.integration.Integral
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- dev.nm.stat.stochasticprocess.univariate.integration.IntegralDB
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public class IntegralDB extends Integral
This class evaluates the following class of integrals. \[ \int f(t)dB_t \]
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Constructor Summary
Constructors Constructor Description IntegralDB(FiltrationFunction f)
Construct an integral for f with respect to dB.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double[]
du()
Get an array of the measure values.double[]
ft()
Get an array of the function values.
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Constructor Detail
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IntegralDB
public IntegralDB(FiltrationFunction f)
Construct an integral for f with respect to dB.- Parameters:
f
- an integrand
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Method Detail
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ft
public double[] ft()
Description copied from class:Integral
Get an array of the function values.
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