Uses of Class
dev.nm.stat.stochasticprocess.univariate.sde.Ft
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Packages that use Ft Package Description dev.nm.stat.stochasticprocess.univariate.sde dev.nm.stat.stochasticprocess.univariate.sde.discrete -
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Uses of Ft in dev.nm.stat.stochasticprocess.univariate.sde
Subclasses of Ft in dev.nm.stat.stochasticprocess.univariate.sde Modifier and Type Class Description classFtWtThis is a filtration implementation that includes the path-dependent information, Wt.Methods in dev.nm.stat.stochasticprocess.univariate.sde that return Ft Modifier and Type Method Description FtFt. deepCopy()FtSDE. getFt()Get an empty filtration of the process.Methods in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Ft Modifier and Type Method Description doubleFtAdaptedFunction. evaluate(Ft ft)Evaluate this function, f, at time t.doubleXtAdaptedFunction. evaluate(Ft ft)Constructors in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Ft Constructor Description Ft(Ft that)Copy constructor. -
Uses of Ft in dev.nm.stat.stochasticprocess.univariate.sde.discrete
Methods in dev.nm.stat.stochasticprocess.univariate.sde.discrete that return Ft Modifier and Type Method Description FtBMSDE. getNewFt()FtDiscreteSDE. getNewFt()Get an empty filtration of the process.FtEulerSDE. getNewFt()FtMilsteinSDE. getNewFt()Methods in dev.nm.stat.stochasticprocess.univariate.sde.discrete with parameters of type Ft Modifier and Type Method Description doubleMilsteinSDE. db(Ft ft)\[ \frac{d\sigma}{dt} \]doubleBMSDE. dXt(Ft ft)doubleDiscreteSDE. dXt(Ft ft)This is the SDE specification of a stochastic process.doubleEulerSDE. dXt(Ft ft)This is the SDE specification of a stochastic process.doubleMilsteinSDE. dXt(Ft ft)This is the SDE specification of a stochastic process.
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