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MILSTEIN_ITO - Static variable in class ch.epfl.lis.sde.solver.SdeSolverFactory
 
MILSTEIN_STRATONOVICH - Static variable in class ch.epfl.lis.sde.solver.SdeSolverFactory
 
MilsteinIto - Class in ch.epfl.lis.sde.solver
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Ito scheme.
MilsteinIto() - Constructor for class ch.epfl.lis.sde.solver.MilsteinIto
Default constructor
MilsteinStratonovich - Class in ch.epfl.lis.sde.solver
This class implements the explicit Milstein method (strong order of convergence 1) to be used with SDEs using Stratonovich scheme.
MilsteinStratonovich() - Constructor for class ch.epfl.lis.sde.solver.MilsteinStratonovich
Default constructor

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