Uses of Class
org.drip.dynamics.ito.DiffusionTensor

Packages that use DiffusionTensor

Package	Description
org.drip.dynamics.kolmogorov	Fokker Planck Kolmogorov Forward/Backward

Uses of DiffusionTensor in org.drip.dynamics.kolmogorov

Methods in org.drip.dynamics.kolmogorov that return DiffusionTensor

Modifier and Type	Method	Description
DiffusionTensor	RdFokkerPlanck.diffusionTensor()	Retrieve the Diffusion Tensor

Methods in org.drip.dynamics.kolmogorov with parameters of type DiffusionTensor

Modifier and Type	Method	Description
double[][]	RiskenOmegaEstimator.estimateOmega(DiffusionTensor diffusionTensor, RdToR1Drift[] driftFunctionArray)	Estimate Omega Matrix using the Risken Algorithm

Constructors in org.drip.dynamics.kolmogorov with parameters of type DiffusionTensor

Constructor	Description
RdFokkerPlanck(RdToR1Drift[] driftFunctionArray, DiffusionTensor diffusionTensor, RiskenOmegaEstimator riskenOmegaEstimator)	RdFokkerPlanck Constructor