Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
FernandoDuarte`Itovsn3`
ItoReset |
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Examples
(1)
Basic Examples
(1)
Initialize:
In[1]:=
 | ItoInit |
Out[1]//TableForm=
Itovsn3 initialized |
with time semimartingale t |
and time differential dt |
Introduce two independent Brownian motions:
In[2]:=
| BrownBasis |
The two Brownian motions are part of the structure:
In[3]:=
| ItoStatus |
Out[3]=
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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Remove all processes from structure and initialize:
In[4]:=
| ItoReset |
Out[4]//TableForm=
Itovsn3 resetting ... |
Itovsn3 initialized |
with time semimartingale t |
and time differential dt |
Structure only has time:
In[5]:=
| ItoStatus |
Out[5]=
Summary of current structure of stochastic differentials | ||||
Current second-order structure of semimartingale differentials: | ||||
| ||||
Current first-order structure of semimartingale differentials: | ||||
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Current initial values: | ||||
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