/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex];final RandomVariable diffusionOfComponent = diffusion[componentIndex];
final RandomVariable diffusionOfComponent = diffusion[componentIndex];
drift = getDrift(timeIndex-1, discreteProcess[timeIndex-1], null ); } for(int componentIndex = numberOfComponents-1; componentIndex >= 0; componentIndex--) { final RandomVariable driftOfComponent = drift[componentIndex]; final RandomVariable varianceOfComponent = variance[componentIndex]; <extra_id_0> if(driftOfComponent == null) { discreteProcess[timeIndex][componentIndex] = discreteProcess[timeIndex-1][componentIndex]; continue; } final double[] newRealization = new double[numberOfPaths]; final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex];