Uses of Interface
dev.nm.stat.stochasticprocess.multivariate.sde.discrete.MultivariateDiscreteSDE
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Packages that use MultivariateDiscreteSDE Package Description dev.nm.stat.stochasticprocess.multivariate.random dev.nm.stat.stochasticprocess.multivariate.sde.discrete -
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Uses of MultivariateDiscreteSDE in dev.nm.stat.stochasticprocess.multivariate.random
Constructors in dev.nm.stat.stochasticprocess.multivariate.random with parameters of type MultivariateDiscreteSDE Constructor 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. -
Uses of MultivariateDiscreteSDE in dev.nm.stat.stochasticprocess.multivariate.sde.discrete
Classes in dev.nm.stat.stochasticprocess.multivariate.sde.discrete that implement MultivariateDiscreteSDE Modifier and Type Class 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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