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#Com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration Classes and Interfaces - 5 results found.
| Name | Description | Type | Package | Framework |
| Bt | This is a FiltrationFunction that returns (B(t_i)), the Brownian motion value at the i-th time point. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration | SuanShu |
| F_Sum_BtDt | This represents a function of this integral I = int_{0}^{1} B(t)dt | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration | SuanShu |
| F_Sum_tBtDt | This represents a function of this integral int_{0}^{1} (t - 0. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration | SuanShu |
| Filtration | This class represents the filtration information known at the end of time. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration | SuanShu |
| FiltrationFunction | A filtration function, parameterized by a fixed filtration, is a function of time, (f(mathfrak{F_{t_i}})). | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration | SuanShu |