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#Com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete Classes and Interfaces - 4 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 |
| DiscreteSDE | This interface represents the discrete approximation of a univariate SDE. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| EulerSDE | The Euler scheme is the first order approximation of an SDE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |
| MilsteinSDE | Milstein scheme is a first-order approximation to a continuous-time SDE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete | SuanShu |