See: Description
Class | Description |
---|---|
BrownianMotionCudaWithHostRandomVariable |
Implementation of a time-discrete n-dimensional Brownian motion
W = (W1,...,Wn) where Wi is
a Brownian motion and Wi, Wj are
independent for i not equal j.
|
BrownianMotionCudaWithRandomVariableCuda |
Implementation of a time-discrete n-dimensional Brownian motion
W = (W1,...,Wn) where Wi is
a Brownian motion and Wi, Wj are
independent for i not equal j.
|
BrownianMotionJavaRandom |
Implementation of a time-discrete n-dimensional Brownian motion
W = (W1,...,Wn) where Wi is
a Brownian motion and Wi, Wj are
independent for i not equal j.
|
RandomVariableCudaWithFinalizer |
The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process
at a certain time within a Monte-Carlo simulation.
|
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