2.6.5. sdepy.wiener_cdf

class sdepy.wiener_cdf(t, x, *, x0=0., mu=0., sigma=1.)[source]

Cumulative probability distribution function of values at time t of a Wiener process (as per the wiener_process class) with time-independent parameters, evaluated at x.

See also

wiener_process
Attributes:
params

Methods

__call__