Class XtAdaptedFunction
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.sde.XtAdaptedFunction
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- All Implemented Interfaces:
FtAdaptedFunction
public abstract class XtAdaptedFunction extends Object implements FtAdaptedFunction
This represents an Ft-adapted function that depends only on X(t).
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Constructor Summary
Constructors Constructor Description XtAdaptedFunction()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description abstract doubleevaluate(double Xt)Evaluate this function, f, based on only the current value of the stochastic process.doubleevaluate(Ft ft)Evaluate this function, f, at time t.
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Method Detail
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evaluate
public abstract double evaluate(double Xt)
Evaluate this function, f, based on only the current value of the stochastic process.- Parameters:
Xt- the current value of the stochastic process- Returns:
- f(Xt)
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evaluate
public double evaluate(Ft ft)
Description copied from interface:FtAdaptedFunctionEvaluate this function, f, at time t.- Specified by:
evaluatein interfaceFtAdaptedFunction- Parameters:
ft- the filtration at time t- Returns:
- f(t) = f(Ft)
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