Name | Description | Type | Package | Framework |
ExpectationAtEndTime | This 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)). | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random | SuanShu |
RandomProcess | This interface represents a univariate random process a. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random | SuanShu |
RandomRealizationGenerator | This interface defines a generator to construct random realizations from a univariate stochastic process. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random | SuanShu |
RandomRealizationOfRandomProcess | This class generates random realizations from a random/stochastic process. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random | SuanShu |
RandomWalk | This is the Random Walk construction of a stochastic process per SDE specification. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random | SuanShu |