| Package | Description | 
|---|---|
| org.ojalgo.random.process | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
GaussianProcess
A Gaussian process is a stochastic process whose realizations consist of random values associated with
 every point in a range of times (or of space) such that each such random variable has a normal
 distribution. 
 | 
class  | 
GeometricBrownianMotion
Diffusion process defined by a stochastic differential equation: dX = r X dt + s X dW A stochastic process
 is said to follow a geometric Brownian motion if it satisfies this stochastic differential equation. 
 | 
class  | 
PoissonProcess
A Poisson process is a stochastic process which counts the number of events in a given time interval. 
 | 
class  | 
WienerProcess  | 
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