All Implemented Interfaces:
Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class Bt extends FiltrationFunction
This is a FiltrationFunction that returns \(B(t_i)\), the Brownian motion value at the i-th time point.
  • Constructor Details

    • Bt

      public Bt()
  • Method Details

    • evaluate

      public double evaluate(int i)
      Description copied from class: FiltrationFunction
      Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).
      Specified by:
      evaluate in class FiltrationFunction
      i - the index to time