dev.nm.stat.stochasticprocess.multivariate.sde.coefficients

Class ZeroDriftVector

java.lang.Object

dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.ZeroDriftVector

All Implemented Interfaces:

DriftVector, FtAdaptedVectorFunction

public class ZeroDriftVector
extends Object
implements DriftVector

This class represents a 0 drift function.

Constructor Summary

Constructors

Constructor and Description
ZeroDriftVector()

Method Summary

Modifier and Type	Method and Description
Vector	evaluate(MultivariateFt ft) Evaluate this function, f, at time t.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ZeroDriftVector

public ZeroDriftVector()

Method Detail

evaluate

public Vector evaluate(MultivariateFt ft)

Description copied from interface: FtAdaptedVectorFunction

Evaluate this function, f, at time t.

Specified by:

evaluate in interface FtAdaptedVectorFunction

Parameters:

ft - the filtration at time t

Returns:

\(f(t) = f(F_{t})\)