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Packages that use SdeSolver | |
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ch.epfl.lis.sde.solver | Implements methods to numerically integrate stochastic differential equations (SDEs). |
Uses of SdeSolver in ch.epfl.lis.sde.solver |
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Subclasses of SdeSolver in ch.epfl.lis.sde.solver | |
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class |
EulerHeun
This class implements the explicit Euler-Heun method (strong order of convergence 0.5) to be used with SDEs using Stratonovich scheme. |
class |
EulerMaruyama
This class implements the explicit Euler-Maruyama method (strong order of convergence 0.5) to be used with SDEs using Ito scheme. |
class |
MilsteinIto
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Ito scheme. |
class |
MilsteinStratonovich
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Stratonovich scheme. |
class |
SRK15
This class implements the explicit Runge-Kutta method (strong order of convergence 1.5) to be used with SDEs using Ito scheme. |
Methods in ch.epfl.lis.sde.solver that return SdeSolver | |
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static SdeSolver |
SdeSolverFactory.createSolver(int type)
Returns the desired solver |
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