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Packages that use Sde | |
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<Unnamed> | |
ch.epfl.lis.sde.solver | Implements methods to numerically integrate stochastic differential equations (SDEs). |
Uses of Sde in <Unnamed> |
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Subclasses of Sde in <Unnamed> | |
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class |
ExampleSDE
Function to test that integration works fine dX = (-3X+1)dt + sigma*dW with X(0) = 1 (1) with the exact solution E(X) = 2/3*exp(-3t) + 1/3 (2) Ito and Stratonovich drift terms are equal since sigma is constant. |
Uses of Sde in ch.epfl.lis.sde.solver |
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Methods in ch.epfl.lis.sde.solver that return Sde | |
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Sde |
SdeSolver.getSystem()
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Methods in ch.epfl.lis.sde.solver with parameters of type Sde | |
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void |
SdeSolver.setSystem(Sde sde)
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