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.
Forward Hull-White stochastic process