Package dev.nm.stat.stochasticprocess.multivariate.sde.discrete
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Interface Summary Interface Description MultivariateDiscreteSDE This interface represents the discrete approximation of a multivariate SDE. -
Class Summary Class Description MultivariateBrownianSDE A multivariate Brownian motion is a stochastic process with the following properties.MultivariateEulerSDE The Euler scheme is the first order approximation of an SDE.