| public drift ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Vector | ||
| process | QLNet.StochasticProcess | |
| t0 | double | |
| x0 | Vector | |
| dt | double | |
| Результат | Vector | |
public Vector drift(StochasticProcess process, double t0, Vector x0, double dt)
{
return process.drift(t0, x0)*dt;
}
| EulerDiscretization::drift ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double |
