Uses of Class
ch.epfl.lis.sde.Sde

Packages that use Sde
<Unnamed>   
ch.epfl.lis.sde.solver Implements methods to numerically integrate stochastic differential equations (SDEs). 
 

Uses of Sde in <Unnamed>
 

Subclasses of Sde in <Unnamed>
 class ExampleSDE
          Function to test that integration works fine dX = (-3X+1)dt + sigma*dW with X(0) = 1 (1) with the exact solution E(X) = 2/3*exp(-3t) + 1/3 (2) Ito and Stratonovich drift terms are equal since sigma is constant.
 

Uses of Sde in ch.epfl.lis.sde.solver
 

Methods in ch.epfl.lis.sde.solver that return Sde
 Sde SdeSolver.getSystem()
           
 

Methods in ch.epfl.lis.sde.solver with parameters of type Sde
 void SdeSolver.setSystem(Sde sde)