# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde

• All Known Subinterfaces:
Diffusion, Drift
All Known Implementing Classes:

public interface FtAdaptedFunction
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.
"Fima C. Klebaner, "Section 4.7," Introduction to Stochastic Calculus with Applications, 2nd ed, Imperial College Press, 2006."
• ### Method Summary

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

• #### evaluate

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