Rough Differential Equation Solver: BrownianPath< my_alg

Inheritance diagram for BrownianPath< my_alg_type >:

Public Member Functions
	BrownianPath (void)
	Default Constructor.
	BrownianPath (NormalRandomNumberGenerator &rand, unsigned int d=my_alg_type::myDIM)
	Constructor with a specified normal random number generator.
	~BrownianPath (void)
	Default destructor.
void	ComputeChildLieIncrements (Increment< my_alg_type > &nvLeft, Increment< my_alg_type > &nvRight, ConstIterator itLeafAbove) const
	Implementation of ComputeChildLieIncrements.
LIE	MakeRootLieIncrement (const dyadic_interval &increment) const
	Implementation of MakeRootLieIncrement.
void	MakeNeighborRootLieIncrement (LIE &ans, const Iterator &OldRoot) const
	Implementation of MakeNeighborRootLieIncrement.
Protected Attributes
NormalRandomNumberGenerator &	vgNormal
	The NormalRandomNumberGenerator used.

Detailed Description

A Brownian Path.

An implementation of Brownian motion built on DynamicallyConstructedPath. Gaussian random variables are obtained using NormalRandomNumberGenerator

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