Added default impl. for getBrownianIncrement(double time, int factor)
@@ -36,6 +36,21 @@ public interface BrownianMotion extends IndependentIncrements {
RandomVariable getBrownianIncrement(int timeIndex, int factor);
+ /**
+ * Return the Brownian increment for a given timeIndex.
+ *
+ * The method returns the random variable
+ * <i>&Delta; W<sub>j</sub>(t<sub>i</sub>) := W<sub>j</sub>(t<sub>i+1</sub>)-W(t<sub>i</sub>)</i>
+ * for the given time index <i>i</i> and a given factor (index) <i>j</i>, where the time index is derived via getTimeDiscretization().getTimeIndex(time)
+ *
+ * @param time The time (has to map to a time in this class's time discretization).
+ * @param factor The index of the factor (independent scalar Brownian increment).
+ * @return The factor (component) of the Brownian increments (a random variable).
+ */
+ default RandomVariable getBrownianIncrement(double time, int factor) {
+ return getBrownianIncrement(getTimeDiscretization().getTimeIndex(time), factor);
+ }
+
/**
* Returns the time discretization used for this set of time-discrete Brownian increments.
*
