Class Bt
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
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- dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction
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- dev.nm.stat.stochasticprocess.univariate.filtration.Bt
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
public class Bt extends FiltrationFunction
This is aFiltrationFunction
that returns \(B(t_i)\), the Brownian motion value at the i-th time point.
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description Bt()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).-
Methods inherited from class dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction
evaluate, Ft, getFt, setFt
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Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Method Detail
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evaluate
public double evaluate(int i)
Description copied from class:FiltrationFunction
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).- Specified by:
evaluate
in classFiltrationFunction
- Parameters:
i
- the index to time- Returns:
- \(f(\mathfrak{F_{t_i}})\)
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