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

Class Summary Class Description Bt This is aFiltrationFunction
that returns \(B(t_i)\), the Brownian motion value at the ith time point.F_Sum_BtDt This represents a function of this integral \[ I = \int_{0}^{1} B(t)dt \]F_Sum_tBtDt This represents a function of this integral \[ \int_{0}^{1} (t  0.5) * B(t) dt \]Filtration This class represents the filtration information known at the end of time.FiltrationFunction A filtration function, parameterized by a fixed filtration, is a function of time, \(f(\mathfrak{F_{t_i}})\).