Package dev.nm.stat.stochasticprocess.univariate.integration

Class Summary

Class	Description
Integral	The class represents an integral of a function, in the Lebesgue sense.
IntegralDB	This class evaluates the following class of integrals. \[ \int f(t)dB_t \]
IntegralDt	This class evaluates the following class of integrals. \[ \int f(t)dt \]
IntegralExpectation	This class computes the expectation of the following class of integrals. \[ E(\int f(B_{t_i})dt) \] f is not necessarily an adapted function.