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StochasticProcess.h File Reference


Detailed Description

Stochastic processes and associated objects such as stopping times, hitting times and first exit times of euclidean regions, path functionals.

Definition in file StochasticProcess.h.

#include "Array.h"
#include "RandomObject.h"
#include "StochasticGenerator.h"

Go to the source code of this file.

Compounds

class  StoppingTime
class  Region
class  HittingTime
class  FirstExitTime
class  EuclideanRegion
class  Ball
class  StochasticProcess
class  SampledAt
class  BrownianVectorProcess
class  BrownianScalarProcess
class  PathFunctional
class  H_t
class  SumFunctional

Typedefs

typedef StochasticProcess<
RealVector, Real
VectorProcess
typedef StochasticProcess<
Real, Real
ScalarProcess


Typedef Documentation

typedef StochasticProcess< RealVector, Real > VectorProcess
 

Definition at line 473 of file StochasticProcess.h.

Referenced by BrownianVectorProcess::BrownianVectorProcess().

typedef StochasticProcess<Real,Real> ScalarProcess
 

Definition at line 608 of file StochasticProcess.h.

Referenced by BrownianScalarProcess::BrownianScalarProcess().


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