Package org.drip.dynamics.ito

Class TimeRdVertex

java.lang.Object
org.drip.dynamics.ito.TimeRdVertex
public class TimeRdVertex
extends java.lang.Object
TimeRdVertex holds the Rd "Space" or Property Variate and the Time Coordinate Vertexes. The References are:

  • Doob, J. L. (1942): The Brownian Movement and Stochastic Equations Annals of Mathematics 43 (2) 351-369
  • Gardiner, C. W. (2009): Stochastic Methods: A Handbook for the Natural and Social Sciences 4th Edition Springer-Verlag
  • Kadanoff, L. P. (2000): Statistical Physics: Statics, Dynamics, and Re-normalization World Scientific
  • Karatzas, I., and S. E. Shreve (1991): Brownian Motion and Stochastic Calculus 2nd Edition Springer-Verlag
  • Risken, H., and F. Till (1996): The Fokker-Planck Equation – Methods of Solution and Applications Springer


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    TimeRdVertex​(double t, double[] xArray)
    TimeRdVertex Constructor

  • Method Summary

    Modifier and Type Method Description
    double t()
    Retrieve the Time Instant
    double[] xArray()
    Retrieve the X Array

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • TimeRdVertex

      public TimeRdVertex​(double t, double[] xArray) throws java.lang.Exception
      TimeRdVertex Constructor
      Parameters:
      t - Time Instant
      xArray - rd Variate Array
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • t

      public double t()
      Retrieve the Time Instant
      Returns:
      The Time Instant

    • xArray

      public double[] xArray()
      Retrieve the X Array
      Returns:
      The X Array