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Itovsn3

Guides

  • Main

Tech Notes

  • Bessel
  • BlackScholes
  • ItoArea
  • MardiaDryden
  • Reflect
  • Stochastic Integration

Symbols

  • AddDrift
  • AddFixed
  • AddQuadVar
  • Brktbydt
  • BrownBasis
  • BrownSingle
  • BSDQ
  • Drftbydt
  • Drift
  • Fixed
  • GetItoProc
  • InitialValue
  • Introduce
  • ItoD
  • ItoExpand
  • ItoInit
  • ItoIntegral
  • ItoReset
  • Itosde
  • ItoStatus
  • RandomQ
FernandoDuarte`Itovsn3`
ItoStatus
​
ItoStatus[] reports current structures.
​
Details and Options

Examples  
(2)
Basic Examples  
(1)
Initialize:
In[1]:=
ItoReset
[t,dt];
Structure only has
t
and
dt
:
In[2]:=
ItoStatus
[]
Out[2]=
Summary of current structure of stochastic differentials
Current second-order structure of semimartingale differentials:
dt
dt
0
Current first-order structure of semimartingale differentials:
dt
dt
Current initial values:
t
0
Add a Brownian motion:
In[3]:=
BrownSingle
[B,B0];
Structure has new entries for
B
:
In[4]:=
ItoStatus
[]
Out[4]=
Summary of current structure of stochastic differentials
Current second-order structure of semimartingale differentials:
dB
dt
dB
dt
0
dt
0
0
Current first-order structure of semimartingale differentials:
dB
dt
0
dt
Current initial values:
B
t
B0
0
Options  
(1)

SeeAlso
ItoInit
 
▪
ItoReset
RelatedGuides
▪
Main
""

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