Package | Description |
---|---|
org.ojalgo.random.process |
Class and Description |
---|
GaussianField.Covariance |
GaussianField.Mean |
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.
|
RandomProcess
A random/stochastic process is a collection of random variables representing the evolution of some random
value over "time".
|
RandomProcess.SimulationResults |
WienerProcess |
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