/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final double deltaT = timeDiscretization.getTimeIndex( driftOnPath)  - timeDiscretization
final double deltaT = timeDiscretization.getTime ( timeIndex ) - timeDiscretization.getTime ( timeIndex-1 ) ;
discreteProcess = new RandomVariable[timeDiscretization.getNumberOfTimeSteps()+1][numberOfComponents]; discreteProcessWeights = new RandomVariable[getTimeDiscretization().getNumberOfTimeSteps()+1]; discreteProcessWeights[0] = new RandomVariableFromDoubleArray(0.0, 1.0/numberOfPaths); discreteProcess[0] = getInitialValue(); for(int timeIndex = 1; timeIndex < timeDiscretization.getNumberOfTimeSteps()+1; timeIndex++) { <extra_id_0> final RandomVariable[] variance = new RandomVariable[numberOfComponents]; final RandomVariable[] diffusion = new RandomVariable[numberOfComponents]; for(int componentIndex = numberOfComponents-1; componentIndex >= 0; componentIndex--) { RandomVariable varianceOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); RandomVariable diffusionOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0);