SSJ API Documentation
Stochastic Simulation in Java
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umontreal.ssj.stochprocess.BrownianMotion Member List

This is the complete list of members for umontreal.ssj.stochprocess.BrownianMotion, including all inherited members.

BrownianMotion(double x0, double mu, double sigma, RandomStream stream)umontreal.ssj.stochprocess.BrownianMotion
BrownianMotion(double x0, double mu, double sigma, NormalGen gen)umontreal.ssj.stochprocess.BrownianMotion
generatePath()umontreal.ssj.stochprocess.BrownianMotion
generatePath(double[] uniform01)umontreal.ssj.stochprocess.BrownianMotion
generatePath(RandomStream stream)umontreal.ssj.stochprocess.BrownianMotion
getArrayMappingCounterToIndex()umontreal.ssj.stochprocess.StochasticProcess
getCurrentObservation()umontreal.ssj.stochprocess.StochasticProcess
getCurrentObservationIndex()umontreal.ssj.stochprocess.StochasticProcess
getGen()umontreal.ssj.stochprocess.BrownianMotion
getMu()umontreal.ssj.stochprocess.BrownianMotion
getNumObservationTimes()umontreal.ssj.stochprocess.StochasticProcess
getObservation(int j)umontreal.ssj.stochprocess.StochasticProcess
getObservationTimes()umontreal.ssj.stochprocess.StochasticProcess
getPath()umontreal.ssj.stochprocess.StochasticProcess
getSigma()umontreal.ssj.stochprocess.BrownianMotion
getStream()umontreal.ssj.stochprocess.BrownianMotion
getSubpath(double[] subpath, int[] pathIndices)umontreal.ssj.stochprocess.StochasticProcess
getX0()umontreal.ssj.stochprocess.StochasticProcess
hasNextObservation()umontreal.ssj.stochprocess.StochasticProcess
nextObservation()umontreal.ssj.stochprocess.BrownianMotion
nextObservation(double nextTime)umontreal.ssj.stochprocess.BrownianMotion
nextObservation(double x, double dt)umontreal.ssj.stochprocess.BrownianMotion
resetStartProcess()umontreal.ssj.stochprocess.StochasticProcess
setObservationTimes(double[] T, int d)umontreal.ssj.stochprocess.StochasticProcess
setObservationTimes(double delta, int d)umontreal.ssj.stochprocess.StochasticProcess
setParams(double x0, double mu, double sigma)umontreal.ssj.stochprocess.BrownianMotion
setStream(RandomStream stream)umontreal.ssj.stochprocess.BrownianMotion
setX0(double s0)umontreal.ssj.stochprocess.StochasticProcess