indii::ml::sde Namespace Reference

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Detailed Description

Stochastic differential equations.

Classes
class	StochasticAdaptiveEulerMaruyama
	Stochastic Adaptive Euler-Maruyama method for solving a system of stochastic differential equations. More...
class	StochasticAdaptiveRungeKutta
	Stochastic Adaptive Runge-Kutta method for solving a system of stochastic differential equations. More...
class	StochasticDifferentialModel
	StochasticAdaptiveRungeKutta compatible model. More...
class	StochasticEulerMaruyama
	Stochastic Euler-Maruyama method with fixed time step for solving a system of stochastic differential equations. More...
class	StochasticNumericalSolver
	Abstract numerical solver for a system of stochastic differential equations. More...

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