Class IntegralDB


  • public class IntegralDB
    extends Integral
    This class evaluates the following class of integrals. \[ \int f(t)dB_t \]
    • Constructor Detail

      • IntegralDB

        public IntegralDB​(FiltrationFunction f)
        Construct an integral for f with respect to dB.
        Parameters:
        f - an integrand
    • Method Detail

      • ft

        public double[] ft()
        Description copied from class: Integral
        Get an array of the function values.
        Specified by:
        ft in class Integral
        Returns:
        an array of the function values
      • du

        public double[] du()
        Description copied from class: Integral
        Get an array of the measure values.
        Specified by:
        du in class Integral
        Returns:
        an array of the measure values