Uses of Interface
dev.nm.stat.stochasticprocess.univariate.sde.discrete.DiscreteSDE
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Packages that use DiscreteSDE Package Description dev.nm.stat.stochasticprocess.univariate.random dev.nm.stat.stochasticprocess.univariate.sde.discrete -
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Uses of DiscreteSDE in dev.nm.stat.stochasticprocess.univariate.random
Constructors in dev.nm.stat.stochasticprocess.univariate.random with parameters of type DiscreteSDE Constructor Description RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)
Construct a random realization generator from a discrete SDE.RandomWalk(DiscreteSDE sde, double dt, double x0)
Constructs a univariate stochastic process from an SDE.RandomWalk(DiscreteSDE sde, TimeGrid timeGrid, double x0)
Constructs a univariate stochastic process from an SDE. -
Uses of DiscreteSDE in dev.nm.stat.stochasticprocess.univariate.sde.discrete
Classes in dev.nm.stat.stochasticprocess.univariate.sde.discrete that implement DiscreteSDE Modifier and Type Class Description class
BMSDE
A Brownian motion is a stochastic process with the following properties.class
EulerSDE
The Euler scheme is the first order approximation of an SDE.class
MilsteinSDE
Milstein scheme is a first-order approximation to a continuous-time SDE.
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