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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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