## Uses of Classdev.nm.stat.stochasticprocess.univariate.sde.SDE

• ### 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.