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

Interface Summary

Diffusion	This represents the diffusion term, σ, of an SDE.
Drift	This represents the drift term, μ, of an SDE.

Class Summary

ConstantDrift	The class represents a constant drift function.
ConstantSigma1	The class represents a constant diffusion coefficient function.
ConstantSigma2	Deprecated. This implementation is slow.
Sigma	This class provides an implementation of the diffusion coefficients in the form of a diffusion matrix.
ZeroDrift	This class represents a 0 drift function.