Trait stochastic_processes::StochasticProcess

pub trait StochasticProcess {
    fn dynamics(&self, x: f32, dt: f32, dW: f32) -> f32;
    fn simulate(&self, n: usize, dt: f32, x_0: f32) -> SimulatedPath;
}

Required Methods

fn dynamics(&self, x: f32, dt: f32, dW: f32) -> f32

fn simulate(&self, n: usize, dt: f32, x_0: f32) -> SimulatedPath

Implementors

impl StochasticProcess for OrnsteinUhlenbeck