// This is called by setObservationTimes to precompute constants
// in order to speed up the path generation.
protected void init() {
super.init();
mudt = new double[d];
sigmasqrdt = new double[d];
for (int j = 0; j < d; j++) {
double dt = t[j + 1] - t[j];
mudt[j] = mu * dt;
sigmasqrdt[j] = sigma * Math.sqrt(dt);
}
}
