Source code for the Brownian motion and gamma process applets.

The source code is the *.java files in this directory for the following classes

MyRandom extends java.util.Random, provides gamma generator.
StochasticProcess abstract class, simulates a stochastic process X(t) with independent increments. In order to be instantiable a subclass must provide methods increment for simulating X(t) given X(0), 0 < t, and interpolant for simulating X(s) given X(0) and X(t), 0 < s < t.
StochasticProcessDisplay abstract class, extends StochasticProcess, displays the process. All drawing code here.
StochasticProcessApplet extends java.applet.Applet, applet containing the StochasticProcessDisplay. All mouse and double buffering code here.
BrownianMotionDisplay extends StochasticProcessDisplay, provides methods that simulate increments and interpolants of Brownian motion.
BrownianMotionApplet extends StochasticProcessApplet, defines display to be a BrownianMotionDisplay.
GammaProcessDisplay extends StochasticProcessDisplay, provides methods that simulate increments and interpolants of a gamma process.
GammaProcessApplet extends StochasticProcessApplet, defines display to be a GammaProcessDisplay.

For some statistical Java applets by other people, see http://www.stat.duke.edu/sites/java.html.

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