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#Com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde Classes and Interfaces - 18 results found.
| Name | Description | Type | Package | Framework |
| BMSDE | A Brownian motion is a stochastic process with the following properties. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| Diffusion | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.coefficients | SuanShu | |
| DiscreteSDE | This interface represents the discrete approximation of a univariate SDE. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| Drift | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.coefficients | SuanShu | |
| EulerSDE | The Euler scheme is the first order approximation of an SDE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| Ft | This represents the concept 'Filtration', the information available at time t. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde | SuanShu |
| FtAdaptedFunction | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde | SuanShu | |
| FtWt | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde | SuanShu | |
| GBMProcess | A Geometric Brownian motion (GBM) (occasionally, exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process | SuanShu |
| MilsteinSDE | Milstein scheme is a first-order approximation to a continuous-time SDE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| OrnsteinUhlenbeckProcess | This class represents a univariate Ornstein-Uhlenbeck (OU) process. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFitting | This interface defines an estimation procedure to fit a univariate Ornstein-Uhlenbeck process. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFittingMLE | This class fits a univariate Ornstein-Uhlenbeck process by using MLE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFittingOLS | This class fits a univariate Ornstein-Uhlenbeck process by using least squares regression. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUProcess | Get the overall mean. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUSim | This class simulates a discrete path of a univariate Ornstein-Uhlenbeck (OU) process. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| SDE | This class represents a univariate, continuous-time Stochastic Differential Equation (SDE) of the following form. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde | SuanShu |
| XtAdaptedFunction | This represents an Ft-adapted function that depends only on X(t). | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde | SuanShu |