Uses of Class
dev.nm.stat.stochasticprocess.univariate.sde.Ft

Packages that use Ft

Package	Description
dev.nm.stat.stochasticprocess.univariate.sde
dev.nm.stat.stochasticprocess.univariate.sde.discrete

Uses of Ft in dev.nm.stat.stochasticprocess.univariate.sde

Subclasses of Ft in dev.nm.stat.stochasticprocess.univariate.sde

Modifier and Type	Class	Description
class	FtWt	This is a filtration implementation that includes the path-dependent information, Wt.

Methods in dev.nm.stat.stochasticprocess.univariate.sde that return Ft

Modifier and Type	Method	Description
Ft	Ft.deepCopy()
Ft	SDE.getFt()	Get an empty filtration of the process.

Methods in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Ft

Modifier and Type	Method	Description
double	FtAdaptedFunction.evaluate(Ft ft)	Evaluate this function, f, at time t.
double	XtAdaptedFunction.evaluate(Ft ft)

Constructors in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Ft

Constructor	Description
Ft(Ft that)	Copy constructor.

Uses of Ft in dev.nm.stat.stochasticprocess.univariate.sde.discrete

Methods in dev.nm.stat.stochasticprocess.univariate.sde.discrete that return Ft

Modifier and Type	Method	Description
Ft	BMSDE.getNewFt()
Ft	DiscreteSDE.getNewFt()	Get an empty filtration of the process.
Ft	EulerSDE.getNewFt()
Ft	MilsteinSDE.getNewFt()

Methods in dev.nm.stat.stochasticprocess.univariate.sde.discrete with parameters of type Ft

Modifier and Type	Method	Description
double	MilsteinSDE.db(Ft ft)	\[ \frac{d\sigma}{dt} \]
double	BMSDE.dXt(Ft ft)
double	DiscreteSDE.dXt(Ft ft)	This is the SDE specification of a stochastic process.
double	EulerSDE.dXt(Ft ft)	This is the SDE specification of a stochastic process.
double	MilsteinSDE.dXt(Ft ft)	This is the SDE specification of a stochastic process.