Package dev.nm.stat.stochasticprocess.univariate.filtration

Class F_Sum_tBtDt

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction

dev.nm.stat.stochasticprocess.univariate.filtration.F_Sum_tBtDt

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public abstract class F_Sum_tBtDt
extends FiltrationFunction

This represents a function of this integral \[ \int_{0}^{1} (t - 0.5) * B(t) dt \]

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor	Description
F_Sum_tBtDt()

Method Summary

Modifier and Type	Method	Description
void	setFt(Filtration Ft)	Set the filtration for this function.
double	sum_BtDt()	Get Σ(Bt)*(dt).
double	sum_tBtDt()	Get Σ(t-0.5)*(Bt)*(dt).

Methods inherited from class dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction

evaluate, evaluate, Ft, getFt

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Details

F_Sum_tBtDt

public F_Sum_tBtDt()

Method Details

setFt

public void setFt(Filtration Ft)

Description copied from class: FiltrationFunction

Set the filtration for this function.

This function is called for each call to integrate before doing the integration.

Overrides:

setFt in class FiltrationFunction

Parameters:

Ft - a filtration

sum_BtDt

public double sum_BtDt()

Get Σ(Bt)*(dt).

Returns:

Σ(Bt)*(dt)

sum_tBtDt

public double sum_tBtDt()

Get Σ(t-0.5)*(Bt)*(dt).

Returns:

Σ(t-0.5)*(Bt)*(dt)