2.6.12. sdepy.lognorm_log_chf¶
-
class
sdepy.
lognorm_log_chf
(t, u, *, x0=1., mu=0., sigma=1.)[source]¶ Characteristic function of the probability distribution of values at time t of the logarithm of a lognormal process (as per the lognorm_process class) with time-independent parameters, evaluated at u.
See also
Attributes: - params
Methods
__call__