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EULER_HEUN
- Static variable in class ch.epfl.lis.sde.solver.
SdeSolverFactory
EULER_MARUYAMA
- Static variable in class ch.epfl.lis.sde.solver.
SdeSolverFactory
EulerHeun
- Class in
ch.epfl.lis.sde.solver
This class implements the explicit Euler-Heun method (strong order of convergence 0.5) to be used with SDEs using Stratonovich scheme.
EulerHeun()
- Constructor for class ch.epfl.lis.sde.solver.
EulerHeun
Default constructor
EulerMaruyama
- Class in
ch.epfl.lis.sde.solver
This class implements the explicit Euler-Maruyama method (strong order of convergence 0.5) to be used with SDEs using Ito scheme.
EulerMaruyama()
- Constructor for class ch.epfl.lis.sde.solver.
EulerMaruyama
Default constructor
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