Package dev.nm.stat.stochasticprocess.univariate.random
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Interface Summary Interface Description RandomRealizationGenerator This interface defines a generator to construct random realizations from a univariate stochastic process. -
Class Summary Class Description ExpectationAtEndTime This class computes the expectation (mean) and the variance of a stochastic process, by Monte Carlo simulation, at the end of an interval: \(E(X_T)\).RandomProcess This interface represents a univariate random process a.k.a.RandomRealizationOfRandomProcess This class generates random realizations from a random/stochastic process.RandomWalk This is the Random Walk construction of a stochastic process per SDE specification.