# src/DiffEq/Gamma/Gamma.hpp file

System of gamma SDEs.

### Contents

• Reference

In a nutshell, the equation integrated governs a set of scalars, , , as

with parameter vectors , , and . Here is an isotropic vector-valued Wiener process with independent increments. The invariant distribution is the joint gamma distribution. This system of SDEs consists of N independent equations.

## Namespaces

namespace walker
Walker declarations and definitions.

## Classes

template<class Init, class Coefficients>
class walker::Gamma
Gamma SDE used polymorphically with DiffEq.