Class ConstantSigma2

    • Constructor Detail

      • ConstantSigma2

        public ConstantSigma2​(Matrix sigma)
        Deprecated.
        Construct a constant diffusion coefficient function.
        Parameters:
        sigma - the constant diffusion matrix
    • Method Detail

      • sigma_ij

        public FtAdaptedRealFunction sigma_ij​(int i,
                                              int j)
        Deprecated.
        Description copied from class: DiffusionSigma
        Get the Ft adapted function the D[i,j] entry in the diffusion matrix.
        Specified by:
        sigma_ij in class DiffusionSigma
        Parameters:
        i - the row index
        j - the column index
        Returns:
        D[i,j]
      • dimension

        public int dimension()
        Deprecated.
        Description copied from interface: DiffusionMatrix
        Get the dimension of the process. This is the same as the the number of rows in the diffusion matrix.
        Returns:
        the dimension of the process
      • nB

        public int nB()
        Deprecated.
        Description copied from interface: DiffusionMatrix
        Get the number of independent Brownian motions. This is the same as the number of columns in the diffusion matrix.
        Returns:
        the number of independent Brownian motions