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

Interface Summary

Interface	Description
DiffusionMatrix	The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...)
DriftVector	The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...)

Class Summary

Class	Description
ConstantDriftVector	The class represents a constant drift function.
ConstantSigma1	The class represents a constant diffusion coefficient function.
ConstantSigma2	Deprecated This implementation is slow.
DiffusionSigma	This class implements the diffusion term in the form of a diffusion matrix.
ZeroDriftVector	This class represents a 0 drift function.