Package  Description 

org.ojalgo.random.process 
Modifier and Type  Class and Description 

class 
GaussianProcess
A Gaussian process is a stochastic process whose realizations consist of random values associated with
every point in a range of times (or of space) such that each such random variable has a normal
distribution.

class 
GeometricBrownianMotion
Diffusion process defined by a stochastic differential equation: dX = r X dt + s X dW A stochastic process
is said to follow a geometric Brownian motion if it satisfies this stochastic differential equation.

class 
PoissonProcess
A Poisson process is a stochastic process which counts the number of events in a given time interval.

class 
WienerProcess 
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