2.6.34. sdepy.kou_mean

class sdepy.kou_mean(t, *, x0=1., mu=0., sigma=1., lam=1., a=0.5, b=0.5, pa=0.5)[source]

Mean of values at time t of a double exponential (Kou) jump-diffusion process (as per the kou_jumpdiff_process class) with time-independent parameters.

Attributes:
params

Methods

__call__