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#Com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete Classes and Interfaces - 3 results found.
| Name | Description | Type | Package | Framework |
| MultivariateBrownianSDE | A multivariate Brownian motion is a stochastic process with the following properties. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete | SuanShu |
| MultivariateDiscreteSDE | This interface represents the discrete approximation of a multivariate SDE. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete | SuanShu |
| MultivariateEulerSDE | The Euler scheme is the first order approximation of an SDE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete | SuanShu |