diffeq::sde::WienerProcess< StateType > Class Template Reference

Wiener process (Brownian motion) generator. More...

#include <sde_base.hpp>

Public Types
using	state_type = StateType
using	time_type = typename StateType::value_type
using	value_type = typename StateType::value_type

Public Member Functions
	WienerProcess (size_t dimension, uint32_t seed=0)
void	generate_increment (state_type &dW, time_type dt)
void	set_seed (uint32_t seed)
size_t	dimension () const

Detailed Description

template<system_state StateType>
class diffeq::sde::WienerProcess< StateType >

Wiener process (Brownian motion) generator.

Definition at line 111 of file sde_base.hpp.

Member Typedef Documentation

state_type

template<system_state StateType>

using diffeq::sde::WienerProcess< StateType >::state_type = StateType

Definition at line 113 of file sde_base.hpp.

time_type

template<system_state StateType>

using diffeq::sde::WienerProcess< StateType >::time_type = typename StateType::value_type

Definition at line 114 of file sde_base.hpp.

value_type

template<system_state StateType>

using diffeq::sde::WienerProcess< StateType >::value_type = typename StateType::value_type

Definition at line 115 of file sde_base.hpp.

Constructor & Destructor Documentation

WienerProcess()

template<system_state StateType>

diffeq::sde::WienerProcess< StateType >::WienerProcess ( size_t  dimension, uint32_t  seed = 0  )

inlineexplicit

Definition at line 117 of file sde_base.hpp.

Member Function Documentation

dimension()

template<system_state StateType>

size_t diffeq::sde::WienerProcess< StateType >::dimension ( ) const

inline

Definition at line 135 of file sde_base.hpp.

generate_increment()

template<system_state StateType>

void diffeq::sde::WienerProcess< StateType >::generate_increment ( state_type &  dW, time_type  dt  )

inline

Definition at line 122 of file sde_base.hpp.

set_seed()

template<system_state StateType>

void diffeq::sde::WienerProcess< StateType >::set_seed ( uint32_t  seed )

inline

Definition at line 131 of file sde_base.hpp.

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The documentation for this class was generated from the following file:

• include/sde/sde_base.hpp