ItoProcess

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Ito stochastic process

Forme

ItoProcess[{a, b}, x, t]

ItoProcess[{a, b, c}, x, t]

ItoProcess[…, {x, x0}, {t, t0}]

ItoProcess[…, …, …, Σ]

ItoProcess[proc]

ItoProcess[sdeqns, expr, x, t, w \[Distributed] dproc]

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Correlate

WienerProcess OrnsteinUhlenbeckProcess GeometricBrownianMotionProcess StratonovichProcess TransformedProcess AffineStateSpaceModel

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