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

Packages that use SDE

Package	Description
dev.nm.stat.stochasticprocess.univariate.random
dev.nm.stat.stochasticprocess.univariate.sde.discrete
dev.nm.stat.stochasticprocess.univariate.sde.process
dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Uses of SDE in dev.nm.stat.stochasticprocess.univariate.random

Constructors in dev.nm.stat.stochasticprocess.univariate.random with parameters of type SDE

Constructor	Description
ExpectationAtEndTime(SDE sde, double T0, double T, int nT, double x0, int nSims)	Compute the expectation of a stochastic SDE at the end time.
RandomRealizationOfRandomProcess(SDE sde, int size)	Construct a random realization generator from an SDE.
RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)	Construct a random realization generator from an SDE.

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

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

Constructor	Description
EulerSDE(SDE sde)	Discretize a continuous-time SDE using the Euler scheme.
MilsteinSDE(SDE sde)	Discretize a continuous-time SDE using the Milstein scheme.

Uses of SDE in dev.nm.stat.stochasticprocess.univariate.sde.process

Subclasses of SDE in dev.nm.stat.stochasticprocess.univariate.sde.process

Modifier and Type	Class	Description
class	GBMProcess	A Geometric Brownian motion (GBM) (occasionally, exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion.

Uses of SDE in dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Subclasses of SDE in dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Modifier and Type	Class	Description
class	OrnsteinUhlenbeckProcess	This class represents a univariate Ornstein-Uhlenbeck (OU) process.