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StochasticProcesses.h File Reference

Detailed Description

Brownian motion in one and several dimensions and driftless Ito processes.

Definition in file StochasticProcesses.h.

#include "TypedefsMacros.h"
#include "StochasticProcess.h"
#include "Array.h"

Go to the source code of this file.

Compounds

class ScalarBrownianMotion

class VectorBrownianMotion

class GaussianMartingale

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