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MILSTEIN_ITO
- Static variable in class ch.epfl.lis.sde.solver.
SdeSolverFactory
MILSTEIN_STRATONOVICH
- Static variable in class ch.epfl.lis.sde.solver.
SdeSolverFactory
MilsteinIto
- Class in
ch.epfl.lis.sde.solver
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Ito scheme.
MilsteinIto()
- Constructor for class ch.epfl.lis.sde.solver.
MilsteinIto
Default constructor
MilsteinStratonovich
- Class in
ch.epfl.lis.sde.solver
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Stratonovich scheme.
MilsteinStratonovich()
- Constructor for class ch.epfl.lis.sde.solver.
MilsteinStratonovich
Default constructor
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