Trait NonautonomousStochasticProcess 

pub trait NonautonomousStochasticProcess: StochasticProcess {
    // Required methods
    fn drift(&self, t: f32, x: f32) -> f32;
    fn diffusion(&self, t: f32, x: f32) -> f32;

    // Provided method
    fn run_euler_maruyama(
        &self,
        x_0: f32,
        t_0: f32,
        t_n: f32,
        n: usize,
    ) -> SimulatedPath { ... }
}

Non-autonomous stochastic process.

A non-autonomous stochastic process is a stochastic process in which the drift and diffusion are functions that depend on time.

Required Methods

fn drift(&self, t: f32, x: f32) -> f32

fn diffusion(&self, t: f32, x: f32) -> f32

Provided Methods

fn run_euler_maruyama( &self, x_0: f32, t_0: f32, t_n: f32, n: usize, ) -> SimulatedPath

Implementors