com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients
Class ZeroDrift

java.lang.Object
  com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ZeroDrift

All Implemented Interfaces:

Drift, FtAdaptedVectorFunction

public class ZeroDrift
extends java.lang.Object
implements Drift

This class represents a 0 drift function.

Constructor Summary

ZeroDrift()

Method Summary

Vector

evaluate(Ft ft) Evaluate this function, f, at time t.

Methods inherited from class java.lang.Object

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

Constructor Detail

ZeroDrift

public ZeroDrift()

Method Detail

evaluate

public Vector evaluate(Ft ft)

Description copied from interface: FtAdaptedVectorFunction

Evaluate this function, f, at time t.

Specified by:

evaluate in interface FtAdaptedVectorFunction

Parameters:

ft - the filtration at time t

Returns:

f(t) = f(F_t)