Package dev.nm.stat.stochasticprocess.multivariate.random
package dev.nm.stat.stochasticprocess.multivariate.random
-
ClassDescriptionThis is the Random Walk construction of a multivariate Brownian motion.This interface represents a multivariate random process a.k.a.This interface defines a generator to construct random realizations from a multivariate stochastic process.This class generates random realizations from a multivariate random/stochastic process.This is the Random Walk construction of a multivariate stochastic process per SDE specification.