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

Class IntegralDB

java.lang.Object

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

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

All Implemented Interfaces:

java.io.Serializable

public class IntegralDB
extends Integrator

This class implements the following class of integrals.

 /
 | f(t) dB(t)
 /
 

See Also:

Serialized Form

Field Summary

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

f

Constructor Summary

Constructors

Constructor and Description
IntegralDB(FiltrationFunction f) Construct an integral for f with respect to dB.

Method Summary

Modifier and Type	Method and Description
double[]	du() Get an array of the measure values.
double[]	ft() Get an array of function values.

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

integral

Methods inherited from class java.lang.Object

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

Constructor Detail

IntegralDB

public IntegralDB(FiltrationFunction f)

Construct an integral for f with respect to dB.

Parameters:

f - an integrand

Method Detail

ft

public double[] ft()

Description copied from class: Integrator

Get an array of function values.

Specified by:

ft in class Integrator

Returns:

an array of function values

du

public double[] du()

Description copied from class: Integrator

Get an array of the measure values.

Specified by:

du in class Integrator

Returns:

an array of the measure values