returns the asset value after a time interval $ \Delta t $ according to the given discretization. By default, it returns $$ E(x_0,t_0,\Delta t) + S(x_0,t_0,\Delta t) \cdot \Delta w $$ where $ E $ is the expectation and $ S $ the standard deviation.
returns the number of independent factors of the process
returns the time value corresponding to the given date in the reference system of the stochastic process.
note As a number of processes might not need this functionality, a default implementation is given which raises an exception.
Extended Ornstein-Uhlenbeck process class
This class describes the Ornstein-Uhlenbeck process governed by $$ dx = a (b(t) - x_t) dt + \sigma dW_t. $$