com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde
Interface Construction

All Known Implementing Classes:

Euler, RandomWalk, RandomWalk

public interface Construction

This interface defines how to construct a realization for a stochastic process.

Method Summary

MultiVariateRealization	realization(Vector x0) Construct a realization of a stochastic process.
void	seed(long seed) Seed the construction process so that we may generate the same realizations.

Method Detail

realization

MultiVariateRealization realization(Vector x0)

Construct a realization of a stochastic process. The realization is a time series.

Parameters:

x0 - the starting point of the trajectory

Returns:

a realization

seed

void seed(long seed)

Seed the construction process so that we may generate the same realizations.

Parameters:

seed - seeding the same seed gives arise to the same realization