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

• Interface Summary
Interface Description
This represents an Ft-adapted function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.
This class represents a multi-dimensional, continuous-time Stochastic Differential Equation (SDE) of this form: $dX_t = \mu(t,X_t,Z_t,...)*dt + \sigma(t, X_t, Z_t, ...)*dB_t$