Template Class WienerProcessGenerator

• Defined in File sde_synchronization.hpp

Inheritance Relationships

Base Type

• public diffeq::core::composable::NoiseProcessGenerator< T > (Template Class NoiseProcessGenerator)

Class Documentation

template<typename T>
class WienerProcessGenerator : public diffeq::core::composable::NoiseProcessGenerator<T>

Standard Wiener process generator.

Public Functions

inline explicit WienerProcessGenerator(size_t dimensions, double intensity = 1.0, uint64_t seed = 12345)

inline virtual NoiseData<T> generate_increment(T current_time, T dt) override

inline virtual void reset_seed(uint64_t seed) override

inline virtual std::string get_process_name() const override