Package dev.nm.stat.stochasticprocess.univariate.filtration
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Class Summary Class Description Bt This is aFiltrationFunction
that returns \(B(t_i)\), the Brownian motion value at the i-th time point.F_Sum_BtDt This represents a function of this integral \[ I = \int_{0}^{1} B(t)dt \]F_Sum_tBtDt This represents a function of this integral \[ \int_{0}^{1} (t - 0.5) * B(t) dt \]Filtration This class represents the filtration information known at the end of time.FiltrationFunction A filtration function, parameterized by a fixed filtration, is a function of time, \(f(\mathfrak{F_{t_i}})\).