Uses of Package
dev.nm.stat.stochasticprocess.univariate.sde
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Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.random Class Description SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. -
Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde Class Description Ft This represents the concept 'Filtration', the information available at time t.FtAdaptedFunction This represents an Ft-adapted function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.FtWt This is a filtration implementation that includes the path-dependent information, Wt. -
Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.coefficients Class Description FtAdaptedFunction This represents an Ft-adapted function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t. -
Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.discrete Class Description Ft This represents the concept 'Filtration', the information available at time t.SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. -
Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.process Class Description SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. -
Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.process.ou Class Description SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form.