# Classes for the mathematical description of stochastic differential equations

### Description

The `yuima.model`

class is a class of the yuima package.

### Slots

`drift`

:is an

**R**expression which specifies the drift coefficient (a vector).`diffusion`

:is an

**R**expression which specifies the diffusion coefficient (a matrix).`hurst`

:the Hurst parameter of the gaussian noise. If

`h=0.5`

, the process is Wiener otherwise it is fractional Brownian motion with that precise value of the Hurst index. Can be set to`NA`

for further specification.`jump.coeff`

:a matrix of

`expression`

s for the jump component.`measure`

:Levy measure for jump variables.

`measure.type`

:Type specification for Levy measures.

- state.variable
a vector of names identifying the names used to denote the state variable in the drift and diffusion specifications.

`parameter`

:which is a short name for “parameters”, is an object of class

`model.parameter-class`

. For more details see`model.parameter-class`

documentation page.`state.variable`

:identifies the state variables in the

**R**expression.`jump.variable`

:identifies the variable for the jump coefficient.

`time.variable`

:the time variable.

`noise.number`

:denotes the number of sources of noise. Currently only for the Gaussian part.

`equation.number`

:denotes the dimension of the stochastic differential equation.

`dimension`

:the dimensions of the parameter given in the

`parameter`

slot.`solve.variable`

:identifies the variable with respect to which the stochastic differential equation has to be solved.

`xinit`

:contains the initial value of the stochastic differential equation.

`J.flag`

:wheather jump.coeff include jump.variable.

### Author(s)

The YUIMA Project Team