Package ch.epfl.lis.sde

Implements methods to numerically integrate stochastic differential equations (SDEs).

See:
          Description

Class Summary
Sde This class represents a system of stochastic differential equations (SDE).
SdeSettings Offers global parameters (settings) and functions used by the classes of the SDE package.
 

Package ch.epfl.lis.sde Description

Implements methods to numerically integrate stochastic differential equations (SDEs).

Package Specification

Compatible with the Java versions 1.5+.