com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration

Class F_sum_BtDt

java.lang.Object

com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction

com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.F_sum_BtDt

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction, java.io.Serializable

public abstract class F_sum_BtDt
extends FiltrationFunction

a function of this integral /1 I = | (B)(dt) /0

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

Fields

Modifier and Type	Field and Description
protected double	sum_BtDt

Fields inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction

FT

Constructor Summary

Constructors

Constructor and Description
F_sum_BtDt()

Method Summary

Modifier and Type	Method and Description
void	setFT(Filtration FT) Set the filtration for this function.

Methods inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction

evaluate, evaluate, ft

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

dimensionOfDomain, dimensionOfRange, evaluate

Methods inherited from class java.lang.Object

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

Field Detail

sum_BtDt

protected double sum_BtDt

Constructor Detail

F_sum_BtDt

public F_sum_BtDt()

Method Detail

setFT

public void setFT(Filtration FT)

Description copied from class: FiltrationFunction

Set the filtration for this function.

This function is called for each call to Integrator.integral(com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.Filtration) before doing the integration.

Overrides:

setFT in class FiltrationFunction

Parameters:

FT - a filtration