# Package com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration

• Class Summary
Class Description
Bt
This is a FiltrationFunction that returns $$B(t_i)$$, the Brownian motion value at the i-th time point.
F_Sum_BtDt
This represents a function of this integral $I = \int_{0}^{1} B(t)dt$
F_Sum_tBtDt
This represents a function of this integral $\int_{0}^{1} (t - 0.5) * B(t) dt$
Filtration
This class represents the filtration information known at the end of time.
FiltrationFunction
A filtration function, parameterized by a fixed filtration, is a function of time, $$f(\mathfrak{F_{t_i}})$$.