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