Uses of Interface
dev.nm.stat.stochasticprocess.univariate.sde.coefficients.Diffusion
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Packages that use Diffusion Package Description dev.nm.stat.stochasticprocess.univariate.sde -
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Uses of Diffusion in dev.nm.stat.stochasticprocess.univariate.sde
Methods in dev.nm.stat.stochasticprocess.univariate.sde that return Diffusion Modifier and Type Method Description Diffusion
SDE. diffusion()
Get the diffusion coefficient: \(\sigma(t, X_t, Z_t, ...)\).Constructors in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Diffusion Constructor Description SDE(Drift drift, Diffusion diffusion)
Construct a univariate diffusion type stochastic differential equation.
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