Expand description
Module containing various stochastic processes.
Structs§
- CIR
- The Cox-Ingersoll-Ross (CIR) process.
- Geometric
Brownian Motion - The Geometric Brownian motion process.
- Ornstein
Uhlenbeck - The Ornstein-Uhlenbeck process.
Traits§
- Autonomous
Stochastic Process - Autonomous stochastic process.
- Nonautonomous
Stochastic Process - Non-autonomous stochastic process.
- Stochastic
Process - Base trait for a stochastic process.