Uses of Interface
org.drip.dynamics.process.RdProbabilityDensityFunction

Packages that use RdProbabilityDensityFunction

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

Uses of RdProbabilityDensityFunction in org.drip.dynamics.kolmogorov

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

Modifier and Type	Method	Description
RdProbabilityDensityFunction	RdFokkerPlanck.temporalPDF(RdToR1 intialProbabilityDensityFunction)	Compute the Temporal Probability Distribution Function, if any

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

Modifier and Type	Method	Description
double	RdFokkerPlanck.pdfDot(RdProbabilityDensityFunction probabilityDensityFunction, TimeRdVertex timeRdVertex)	Compute the Next Incremental Time Derivative of the PDF