ch.epfl.lis.sde.solver
Class SdeSolverFactory
java.lang.Object
ch.epfl.lis.sde.solver.SdeSolverFactory
public class SdeSolverFactory
- extends java.lang.Object
This class allows to instantiate easily SDE solvers.
- Author:
- Thomas Schaffter (firstname.name@gmail.com)
Methods inherited from class java.lang.Object |
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
EULER_MARUYAMA
public static final int EULER_MARUYAMA
- See Also:
- Constant Field Values
EULER_HEUN
public static final int EULER_HEUN
- See Also:
- Constant Field Values
MILSTEIN_ITO
public static final int MILSTEIN_ITO
- See Also:
- Constant Field Values
MILSTEIN_STRATONOVICH
public static final int MILSTEIN_STRATONOVICH
- See Also:
- Constant Field Values
SRK_ITO
public static final int SRK_ITO
- See Also:
- Constant Field Values
SdeSolverFactory
public SdeSolverFactory()
- Default constructor
createSolver
public static SdeSolver createSolver(int type)
- Returns the desired solver