Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
FernandoDuarte`Itovsn3`
Itosde |
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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 |
Create a Brownian motion:
In[2]:=
| BrownSingle |
Out[2]=
0
Create a semimartingale :
X
In[3]:=
| Itosde |
Structure reflects and , including their quadratic co-variation:
dX
dB
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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