public Matrix diffusion(/*@Time*/ final double t, final Array x){
final Matrix pca = corrModel_.pseudoSqrt(t, x);
// TODO: code review :: use of clone()
final Array vol = volaModel_.volatility(t, x);
for (int i=0; i<size_; ++i) {
pca.rangeRow(i).mulAssign(vol.get(i));
}
return pca;
}
@Override