Uses of Interface
dev.nm.stat.stochasticprocess.multivariate.sde.discrete.MultivariateDiscreteSDE

Packages that use MultivariateDiscreteSDE

Package	Description
dev.nm.stat.stochasticprocess.multivariate.random
dev.nm.stat.stochasticprocess.multivariate.sde.discrete

Uses of MultivariateDiscreteSDE in dev.nm.stat.stochasticprocess.multivariate.random

Constructors in dev.nm.stat.stochasticprocess.multivariate.random with parameters of type MultivariateDiscreteSDE

Constructor and Description
MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0) Construct a random realization generator from a multivariate discrete SDE.
MultivariateRandomWalk(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0) Construct a multivariate stochastic process from an SDE.

Uses of MultivariateDiscreteSDE in dev.nm.stat.stochasticprocess.multivariate.sde.discrete

Classes in dev.nm.stat.stochasticprocess.multivariate.sde.discrete that implement MultivariateDiscreteSDE

Modifier and Type	Class and Description
class	MultivariateBrownianSDE A multivariate Brownian motion is a stochastic process with the following properties.
class	MultivariateEulerSDE The Euler scheme is the first order approximation of an SDE. \[ dX_t = \mu * dt + \sigma * \sqrt{dt} * Z_t \]