Class ConstantDriftVector
- java.lang.Object
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- dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.ConstantDriftVector
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- All Implemented Interfaces:
DriftVector
,FtAdaptedVectorFunction
public class ConstantDriftVector extends Object implements DriftVector
The class represents a constant drift function.
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Constructor Summary
Constructors Constructor Description ConstantDriftVector(Vector mu)
Construct a constant drift function.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Vector
evaluate(MultivariateFt ft)
Evaluate this function, f, at time t.
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Constructor Detail
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ConstantDriftVector
public ConstantDriftVector(Vector mu)
Construct a constant drift function.- Parameters:
mu
- the drift
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Method Detail
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evaluate
public Vector evaluate(MultivariateFt ft)
Description copied from interface:FtAdaptedVectorFunction
Evaluate this function, f, at time t.- Specified by:
evaluate
in interfaceFtAdaptedVectorFunction
- Parameters:
ft
- the filtration at time t- Returns:
- f(t) = f(Ft)
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