Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
FernandoDuarte`Itovsn3`
AddDrift |
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Examples
(1)
Basic Examples
(1)
In[1]:=
 | ItoReset |
Out[1]//TableForm=
Itovsn3 resetting ... |
Itovsn3 initialized |
with time semimartingale t |
and time differential dt |
Introduce a new semimartingale:
In[2]:=
| Introduce |
Out[2]=
{dX,dt}
Change the drift of :
dX
In[3]:=
| AddDrift |
Out[3]=
driftdX
dt
The change is reflected in the first-order structure:
In[4]:=
| ItoStatus |
Out[4]=
Summary of current structure of stochastic differentials | |||||||||
Current second-order structure of semimartingale differentials: | |||||||||
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Current first-order structure of semimartingale differentials: | |||||||||
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Current initial values: | |||||||||
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