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

Interface Summary

Interface	Description
Construction	This interface defines how a realization of a stochastic process is constructed.

Class Summary

Class	Description
Euler	The Euler method is a first-order numerical procedure for integrating stochastic differential equations (SDEs) with a given initial value.
Expectation	This class computes the expectation of a stochastic integral.
Milstein	The Milstein method is a first-order numerical procedure for integrating stochastic differential equations (SDEs) with a given initial value.
RandomWalk	This is the Random Walk construction of a stochastic process per SDE specification.