public void Common_IStochasticProcess_validation() { var baseProcess = new RotatingWienerProcess(diffusionCoefficient: 0.577, angularVelocity: new Vector3(-0.8, 0.4, 1.3)); var integralProcess = CreateIntegralProcess(baseProcess); ProbabilityTestUtils.ValidateProcess(integralProcess, _point, _time, eps: 1e-5, tolerance: 1e-7); }
public void Common_IStochasticProcess_validation() { var process = new OrnsteinUhlenbeckProcess(_diffusionMatrix, _relaxationTime, _attractorPoint); ProbabilityTestUtils.ValidateProcess(process, _point, time: 7.4, eps: 1e-5, tolerance: 1e-7); }