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#Com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random Classes and Interfaces - 5 results found.
NameDescriptionTypePackageFramework
ExpectationAtEndTimeThis class computes the expectation (mean) and the variance of a stochastic process, by Monte Carlo simulation, at the end of an interval: (E(X_T)).Classcom.numericalmethod.suanshu.stats.stochasticprocess.univariate.randomSuanShu
RandomProcessThis interface represents a univariate random process a.Classcom.numericalmethod.suanshu.stats.stochasticprocess.univariate.randomSuanShu
RandomRealizationGeneratorThis interface defines a generator to construct random realizations from a univariate stochastic process.Interfacecom.numericalmethod.suanshu.stats.stochasticprocess.univariate.randomSuanShu
RandomRealizationOfRandomProcessThis class generates random realizations from a random/stochastic process.Classcom.numericalmethod.suanshu.stats.stochasticprocess.univariate.randomSuanShu
RandomWalkThis is the Random Walk construction of a stochastic process per SDE specification.Classcom.numericalmethod.suanshu.stats.stochasticprocess.univariate.randomSuanShu