| ABM |
Creating Arithmetic Brownian Motion Model |
| ABMF |
Creating Flow of The Arithmetic Brownian Motion Model |
| Ajdbeta |
Adjustment By Beta Distribution |
| Ajdchisq |
Adjustment By Chi-Squared Distribution |
| Ajdexp |
Adjustment By Exponential Distribution |
| Ajdf |
Adjustment By F Distribution |
| Ajdgamma |
Adjustment By Gamma Distribution |
| Ajdlognorm |
Adjustment By Log Normal Distribution |
| Ajdnorm |
Adjustment By Normal Distribution |
| Ajdt |
Adjustment By Student t Distribution |
| Ajdweibull |
Adjustment By Weibull Distribution |
| AnaSimFPT |
Simulation The First Passage Time FPT For A Simulated Diffusion Process |
| AnaSimX |
Simulation M-Samples of Random Variable X(v[t]) For A Simulated Diffusion Process |
| Asys |
Evolution a Telegraphic Process in Time |
| BB |
Creating Brownian Bridge Model |
| BBF |
Creating Flow of Brownian Bridge Model |
| Besselp |
Creating Bessel process (by Milstein Scheme) |
| BMcov |
Empirical Covariance for Brownian Motion |
| BMinf |
Brownian Motion Property |
| BMIrt |
Brownian Motion Property (Invariance by reversal of time) |
| BMIto1 |
Properties of the stochastic integral and Ito Process [1] |
| BMIto2 |
Properties of the stochastic integral and Ito Process [2] |
| BMItoC |
Properties of the stochastic integral and Ito Process [3] |
| BMItoP |
Properties of the stochastic integral and Ito Process [4] |
| BMItoT |
Properties of the stochastic integral and Ito Process [5] |
| BMN |
Creating Brownian Motion Model (by the Normal Distribution) |
| BMN2D |
Simulation Two-Dimensional Brownian Motion (by the Normal Distribution) |
| BMN3D |
Simulation Three-Dimensional Brownian Motion (by the Normal Distribution) |
| BMNF |
Creating Flow of Brownian Motion (by the Normal Distribution) |
| BMP |
Brownian Motion Property (trajectories brownian between function (+/-)2*sqrt(C*t)) |
| BMRW |
Creating Brownian Motion Model (by a Random Walk) |
| BMRW2D |
Simulation Two-Dimensional Brownian Motion (by a Random Walk) |
| BMRW3D |
Simulation Three-Dimensional Brownian Motion (by a Random Walk) |
| BMRWF |
Creating Flow of Brownian Motion (by a Random Walk) |
| BMscal |
Brownian Motion Property (Invariance by scaling) |
| BMStra |
Stratonovitch Integral [1] |
| BMStraC |
Stratonovitch Integral [2] |
| BMStraP |
Stratonovitch Integral [3] |
| BMStraT |
Stratonovitch Integral [4] |
| PDP |
Creating Pearson Diffusions Process (by Milstein Scheme) |
| PEABM |
Parametric Estimation of Arithmetic Brownian Motion(Exact likelihood inference) |
| PEBS |
Parametric Estimation of Model Black-Scholes (Exact likelihood inference) |
| PEOU |
Parametric Estimation of Ornstein-Uhlenbeck Model (Exact likelihood inference) |
| PEOUexp |
Parametric Estimation of Ornstein-Uhlenbeck Model (Explicit Estimators) |
| PEOUG |
Parametric Estimation of Hull-White/Vasicek (HWV) Gaussian Diffusion Models(Exact likelihood inference) |
| PredCorr |
Predictor-Corrector Method For One-Dimensional SDE |
| PredCorr2D |
Predictor-Corrector Method For Two-Dimensional SDE |
| RadialP2D_1 |
Two-Dimensional Attractive Model Model(S = 1,Sigma) |
| RadialP2D_1PC |
Two-Dimensional Attractive Model in Polar Coordinates Model(S = 1,Sigma) |
| RadialP2D_2 |
Two-Dimensional Attractive Model Model(S >= 2,Sigma) |
| RadialP2D_2PC |
Two-Dimensional Attractive Model in Polar Coordinates Model(S >= 2,Sigma) |
| RadialP3D_1 |
Three-Dimensional Attractive Model Model(S = 1,Sigma) |
| RadialP3D_2 |
Three-Dimensional Attractive Model Model(S >= 2,Sigma) |
| RadialP_1 |
Radial Process Model(S = 1,Sigma) Or Attractive Model |
| RadialP_2 |
Radial Process Model(S >= 2,Sigma) Or Attractive Model |
| ROU |
Creating Radial Ornstein-Uhlenbeck Process (by Milstein Scheme) |
| Telegproc |
Realization a Telegraphic Process |
| test_ks_dbeta |
Kolmogorov-Smirnov Tests (Beta Distribution) |
| test_ks_dchisq |
Kolmogorov-Smirnov Tests (Chi-Squared Distribution) |
| test_ks_dexp |
Kolmogorov-Smirnov Tests (Exponential Distribution) |
| test_ks_df |
Kolmogorov-Smirnov Tests (F Distribution) |
| test_ks_dgamma |
Kolmogorov-Smirnov Tests (Gamma Distribution) |
| test_ks_dlognorm |
Kolmogorov-Smirnov Tests (Log Normal Distribution) |
| test_ks_dnorm |
Kolmogorov-Smirnov Tests (Normal Distribution) |
| test_ks_dt |
Kolmogorov-Smirnov Tests (Student t Distribution) |
| test_ks_dweibull |
Kolmogorov-Smirnov Tests (Weibull Distribution) |
| tho_02diff |
Simulation The First Passage Time FPT For Attractive Model for Two-Diffusion Processes V(1) and V(2) |
| tho_M1 |
Simulation The First Passage Time FPT For Attractive Model(S = 1,Sigma) |
| tho_M2 |
Simulation The First Passage Time FPT For Attractive Model(S >= 2,Sigma) |
| TowDiffAtra2D |
Two-Dimensional Attractive Model for Two-Diffusion Processes V(1) and V(2) |
| TowDiffAtra3D |
Three-Dimensional Attractive Model for Two-Diffusion Processes V(1) and V(2) |