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"ql/experimental/processes/extendedornsteinuhlenbeckprocess"
integrand
Class integrand
Hierarchy
integrand
Implements
UnaryFunction
<
Real
,
Real
>
Index
Constructors
constructor
Properties
b
speed
Methods
f
Constructors
constructor
new integrand
(
b
:
UnaryFunction
<
Real
,
Real
>
, speed
:
Real
)
:
integrand
Parameters
b:
UnaryFunction
<
Real
,
Real
>
speed:
Real
Returns
integrand
Properties
b
b
:
UnaryFunction
<
Real
,
Real
>
speed
speed
:
Real
Methods
f
f
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
Globals
"ql/experimental/processes/extendedornsteinuhlenbeckprocess"
Extended
Ornstein
Uhlenbeck
Process
integrand
constructor
b
speed
f