/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex];final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex];
final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex];
final RandomVariable diffusionOfComponent = diffusion[componentIndex]; if(driftOfComponent == null) { discreteProcess[timeIndex][componentIndex] = discreteProcess[timeIndex-1][componentIndex]; continue; } final double[] newRealization = new double[numberOfPaths]; <extra_id_0> for(int pathIndex = 0; pathIndex < numberOfPaths; pathIndex++) { final double previousValue = previouseRealization.get(pathIndex); final double driftOnPath = driftOfComponent.get(pathIndex); final double varianceOnPath = varianceOfComponent.get(pathIndex); final double diffusionOnPath = diffusionOfComponent.get(pathIndex);