Q.Stochastic.Discretize

Documentation

newtype Euler

Euler discretization of stochastic processes

Constructors

Euler

Fields

• eDt :: Double

Instances

Eq Euler

Defined in Q.Stochastic.Discretize

Methods

(==) :: Euler -> Euler -> Bool

(/=) :: Euler -> Euler -> Bool

Show Euler

Defined in Q.Stochastic.Discretize

Methods

showsPrec :: Int -> Euler -> ShowS

show :: Euler -> String

showList :: [Euler] -> ShowS

Discretize Euler Double

Defined in Q.Stochastic.Discretize

Methods

dDrift :: StochasticProcess a Double => a -> Euler -> (Time, Double) -> RVar Double

dDiff :: StochasticProcess a Double => a -> Euler -> (Time, Double) -> RVar Double

dDt :: StochasticProcess a Double => a -> Euler -> (Time, Double) -> Time

Discretize Euler (Vector Double)

Defined in Q.Stochastic.Discretize

Methods

dDrift :: StochasticProcess a (Vector Double) => a -> Euler -> (Time, Vector Double) -> RVar (Vector Double)

dDiff :: StochasticProcess a (Vector Double) => a -> Euler -> (Time, Vector Double) -> RVar (Vector Double)

dDt :: StochasticProcess a (Vector Double) => a -> Euler -> (Time, Vector Double) -> Time

newtype EndEuler

Euler end-point discretization of stochastic processes

Constructors

EndEuler

Fields

• eeDt :: Double

Instances

Eq EndEuler

Defined in Q.Stochastic.Discretize

Methods

(==) :: EndEuler -> EndEuler -> Bool

(/=) :: EndEuler -> EndEuler -> Bool

Show EndEuler

Defined in Q.Stochastic.Discretize

Methods

showsPrec :: Int -> EndEuler -> ShowS

show :: EndEuler -> String

showList :: [EndEuler] -> ShowS

(forall a b. StochasticProcess a Double) => Discretize EndEuler Double

Defined in Q.Stochastic.Discretize

Methods

dDrift :: StochasticProcess a Double => a -> EndEuler -> (Time, Double) -> RVar Double

dDiff :: StochasticProcess a Double => a -> EndEuler -> (Time, Double) -> RVar Double

dDt :: StochasticProcess a Double => a -> EndEuler -> (Time, Double) -> Time