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SDE

proof_engine::stochastic::sde

Struct SDE

pub struct SDE {
    pub drift: Box<dyn Fn(f64, f64) -> f64>,
    pub diffusion: Box<dyn Fn(f64, f64) -> f64>,
}

Expand description

A stochastic differential equation dX = a(t,X)dt + b(t,X)dW.

Fields§

§drift: Box<dyn Fn(f64, f64) -> f64>

Drift function a(t, x).

§diffusion: Box<dyn Fn(f64, f64) -> f64>

Diffusion function b(t, x).

Implementations§

impl SDE

pub fn new( drift: Box<dyn Fn(f64, f64) -> f64>, diffusion: Box<dyn Fn(f64, f64) -> f64>, ) -> Self

Auto Trait Implementations§

impl !RefUnwindSafe for SDE

impl !Send for SDE

impl !Sync for SDE

impl !UnwindSafe for SDE

impl Freeze for SDE

impl Unpin for SDE

impl UnsafeUnpin for SDE

Blanket Implementations§

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