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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