Uses of Class
dev.nm.stat.stochasticprocess.multivariate.sde.MultivariateSDE
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Packages that use MultivariateSDE Package Description dev.nm.stat.stochasticprocess.multivariate.random dev.nm.stat.stochasticprocess.multivariate.sde.discrete -
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Uses of MultivariateSDE in dev.nm.stat.stochasticprocess.multivariate.random
Constructors in dev.nm.stat.stochasticprocess.multivariate.random with parameters of type MultivariateSDE Constructor Description MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, int size)
Construct a random realization generator from a multivariate SDE.MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0)
Construct a random realization generator from a multivariate SDE. -
Uses of MultivariateSDE in dev.nm.stat.stochasticprocess.multivariate.sde.discrete
Constructors in dev.nm.stat.stochasticprocess.multivariate.sde.discrete with parameters of type MultivariateSDE Constructor Description MultivariateEulerSDE(MultivariateSDE sde)
Discretize a multivariate, continuous-time SDE using the Euler scheme.
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