WienerProcess Struct Reference
Inheritance diagram for WienerProcess:
Public Member Functions | |
| WienerProcess (double drift, double vol, double t) | |
| template<typename... Vs> | |
| WienerProcess (std::variant< Vs... > drift, std::variant< Vs... > vol, std::variant< Vs... > t) | |
| double | logprob (double value) |
| template<typename RNG > | |
| double | sample (RNG &rng) |
 Public Member Functions inherited from Distribution< WienerProcess, double > | |
| double | logprob (double value) |
| double | sample (RNG &rng) |
| std::string | string () const |
Public Attributes | |
| Normal | n |
The documentation for this struct was generated from the following file:
