Uses of Package
dev.nm.stat.stochasticprocess.univariate.sde

Packages that use dev.nm.stat.stochasticprocess.univariate.sde

Package	Description
dev.nm.stat.stochasticprocess.univariate.random
dev.nm.stat.stochasticprocess.univariate.sde
dev.nm.stat.stochasticprocess.univariate.sde.coefficients
dev.nm.stat.stochasticprocess.univariate.sde.discrete
dev.nm.stat.stochasticprocess.univariate.sde.process
dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.random

Class and Description
SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. \[ dX_t = \mu(t,X_t,Z_t,...)

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde

Class and Description
Ft This represents the concept 'Filtration', the information available at time t.
FtAdaptedFunction This represents an \(F_{t}-adapted\) function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.
FtWt This is a filtration implementation that includes the path-dependent information, \(W_{t}\).

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.coefficients

Class and Description
FtAdaptedFunction This represents an \(F_{t}-adapted\) function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.discrete

Class and Description
Ft This represents the concept 'Filtration', the information available at time t.
SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. \[ dX_t = \mu(t,X_t,Z_t,...)

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.process

Class and Description
SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. \[ dX_t = \mu(t,X_t,Z_t,...)

Classes in dev.nm.stat.stochasticprocess.univariate.sde used by dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Class and Description
SDE This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. \[ dX_t = \mu(t,X_t,Z_t,...)