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

Interface Summary

Construction

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

Class Summary

Euler	The Euler 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.