Package com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients

Interface Summary

Interface	Description
Diffusion	This represents the diffusion term, σ, of an SDE.
Drift	This represents the drift term, μ, of an SDE.

Class Summary

Class	Description
ConstantDrift	The class represents a constant drift function.
ConstantSigma1	The class represents a constant diffusion coefficient function.
ConstantSigma2	Deprecated This implementation is slow.
Sigma	This class provides an implementation of the diffusion coefficients in the form of a diffusion matrix.
ZeroDrift	This class represents a 0 drift function.