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

• Interface Summary
Interface Description
RandomRealizationGenerator
This interface defines a generator to construct random realizations from a univariate stochastic process.
• Class Summary
Class Description
ExpectationAtEndTime
This class computes the expectation (mean) and the variance of a stochastic process, by Monte Carlo simulation, at the end of an interval: $$E(X_T)$$.
RandomProcess
This interface represents a univariate random process a.k.a.
RandomRealizationOfRandomProcess
This class generates random realizations from a random/stochastic process.
RandomWalk
This is the Random Walk construction of a stochastic process per SDE specification.