Uses of Class
ch.epfl.lis.sde.solver.SdeSolver

Packages that use SdeSolver
ch.epfl.lis.sde.solver Implements methods to numerically integrate stochastic differential equations (SDEs). 
 

Uses of SdeSolver in ch.epfl.lis.sde.solver
 

Subclasses of SdeSolver in ch.epfl.lis.sde.solver
 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
static SdeSolver SdeSolverFactory.createSolver(int type)
          Returns the desired solver