| Interface | Description |
|---|---|
| OrnsteinUhlenbeck |
OrnsteinUhlenbeck Interface exposes the Reference Parameter Scales the guide the Random Variable Evolution
according to Ornstein-Uhlenbeck Mean Reverting Process.
|
| R1R1ToR1 |
R1R1ToR1 interface exposes the stubs for the evaluation of the objective function and its derivatives for
a R^1 Deterministic + R^1 Random To R^1 Stochastic Function with one Random Component.
|
| Class | Description |
|---|---|
| GenericIncrement |
GenericIncrement implements the Deterministic and the Stochastic Components of a Random Increment.
|
| OrnsteinUhlenbeckProcess1D |
OrnsteinUhlenbeckProcess1D guides the Random Variable Evolution according to 1D Ornstein-Uhlenbeck Mean
Reverting Process.
|
| OrnsteinUhlenbeckProcess2D |
OrnsteinUhlenbeckProcess2D guides the Random Variable Evolution according to 2D Ornstein-Uhlenbeck Mean
Reverting Process.
|