Uses of Class
dev.nm.stat.stochasticprocess.multivariate.sde.MultivariateFt
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Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde
Subclasses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde Modifier and Type Class Description classMultivariateFtWtThis is a filtration implementation that includes the path-dependent information, Wt.Methods in dev.nm.stat.stochasticprocess.multivariate.sde that return MultivariateFt Modifier and Type Method Description MultivariateFtMultivariateFt. deepCopy()MultivariateFtMultivariateSDE. getFt()Get an empty filtration of the process.Methods in dev.nm.stat.stochasticprocess.multivariate.sde with parameters of type MultivariateFt Modifier and Type Method Description doubleFtAdaptedRealFunction. evaluate(MultivariateFt ft)Evaluate this function, f, at time t.VectorFtAdaptedVectorFunction. evaluate(MultivariateFt ft)Evaluate this function, f, at time t.Constructors in dev.nm.stat.stochasticprocess.multivariate.sde with parameters of type MultivariateFt Constructor Description MultivariateFt(MultivariateFt that)Copy constructor. -
Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients
Methods in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients with parameters of type MultivariateFt Modifier and Type Method Description VectorConstantDriftVector. evaluate(MultivariateFt ft)MatrixConstantSigma1. evaluate(MultivariateFt ft)MatrixDiffusionMatrix. evaluate(MultivariateFt ft)Evaluate the diffusion matrix, σ(dt, Xt, Zt, ...), with respect to a filtration.MatrixDiffusionSigma. evaluate(MultivariateFt ft)VectorZeroDriftVector. evaluate(MultivariateFt ft) -
Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde.discrete
Methods in dev.nm.stat.stochasticprocess.multivariate.sde.discrete that return MultivariateFt Modifier and Type Method Description MultivariateFtMultivariateBrownianSDE. getNewFt()MultivariateFtMultivariateDiscreteSDE. getNewFt()Get an empty filtration of the process.MultivariateFtMultivariateEulerSDE. getNewFt()Methods in dev.nm.stat.stochasticprocess.multivariate.sde.discrete with parameters of type MultivariateFt Modifier and Type Method Description VectorMultivariateBrownianSDE. dXt(MultivariateFt ft)VectorMultivariateDiscreteSDE. dXt(MultivariateFt ft)This is the SDE specification of a stochastic process.VectorMultivariateEulerSDE. dXt(MultivariateFt ft)This is the SDE specification of a stochastic process.
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