A C E G I M R S

C

ch.epfl.lis.sde - package ch.epfl.lis.sde
Implements methods to numerically integrate stochastic differential equations (SDEs).
ch.epfl.lis.sde.solver - package ch.epfl.lis.sde.solver
Implements methods to numerically integrate stochastic differential equations (SDEs).
checkConvergence(DoubleMatrix1D) - Method in class ch.epfl.lis.sde.solver.SdeSolver
This function checks the convergence of the system.
checkX(DoubleMatrix1D) - Method in class ch.epfl.lis.sde.solver.SdeSolver
This function can be overwrite if a check as to be performed on X at every step()
converged() - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
createSolver(int) - Static method in class ch.epfl.lis.sde.solver.SdeSolverFactory
Returns the desired solver

A C E G I M R S