# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde

• All Known Subinterfaces:
DriftVector
All Known Implementing Classes:
ConstantDriftVector, ZeroDriftVector

public interface FtAdaptedVectorFunction
This represents a vector-valued Ft-adapted function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.
"Fima C. Klebaner, "Section 4.7," Introduction to Stochastic Calculus with Applications, 2nd ed, Imperial College Press, 2006."
• ### Method Summary

Methods
Modifier and Type Method and Description
Vector evaluate(MultivariateFt ft)
Evaluate this function, f, at time t.
• ### Method Detail

• #### evaluate

Vector evaluate(MultivariateFt ft)
Evaluate this function, f, at time t.
Parameters:
ft - the filtration at time t
Returns:
f(t) = f(Ft)