svStochasticIntegratorSIESME

class svStochasticIntegratorSIEA : public svIntegratorWeakSIESME

#include <svStochasticIntegratorSIESME.h>

SIEA: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SIEA method (stochastic improved Euler).

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSIEA(DynamicObject *dyn)

Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSMEA : public svIntegratorWeakSIESME

#include <svStochasticIntegratorSIESME.h>

SMEA: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SMEA method (stochastic modified Euler).

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSMEA(DynamicObject *dyn)

Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSIEB : public svIntegratorWeakSIESME

#include <svStochasticIntegratorSIESME.h>

SIEB: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SIEB method.

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSIEB(DynamicObject *dyn)

Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSMEB : public svIntegratorWeakSIESME

#include <svStochasticIntegratorSIESME.h>

SMEB: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SMEB method.

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSMEB(DynamicObject *dyn)

Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()