Interface Diffusion
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- All Superinterfaces:
FtAdaptedFunction
public interface Diffusion extends FtAdaptedFunction
This class represents the diffusion term, σ, of a univariate SDE. It has this form: \(\sigma(t, X_t, Z_t, ...)\). The diffusion is an Ft adapted function.
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Method Summary
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Methods inherited from interface dev.nm.stat.stochasticprocess.univariate.sde.FtAdaptedFunction
evaluate
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