dev.nm.stat.stochasticprocess.univariate.filtration

Class Bt

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction

dev.nm.stat.stochasticprocess.univariate.filtration.Bt

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class Bt
extends FiltrationFunction

This is a FiltrationFunction that returns \(B(t_i)\), the Brownian motion value at the i-th time point.

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
Bt()

Method Summary

Modifier and Type	Method and Description
double	evaluate(int i) Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).

Methods inherited from class dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction

evaluate, Ft, getFt, setFt

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

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

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Detail

Bt

public Bt()

Method Detail

evaluate

public double evaluate(int i)

Description copied from class: FiltrationFunction

Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).

Specified by:

evaluate in class FiltrationFunction

Parameters:

i - the index to time

Returns:

\(f(\mathfrak{F_{t_i}})\)