Overview - 2023.2 English

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2023.2 English

Stochastic process uses the Random Number Generator(RNG). It uses a given point \((t,x)\) and a time step \(\Delta t\) to calculate the expectation and variance. The class StochasticProcess1D is 1-dimensional stochastic process, and it cooperates with Cox-Ingersoll-Ross and Extended Cox-Ingersoll-Ross Models. The stochastic process can be described as