class_docstr: Interface for specifying Ito processes.
  
    Interface for defining stochastic process defined by the Ito SDE:
  
    ```None
      dX_i = a_i(t, X) dt + Sum(S_{ij}(t, X) dW_j for 1 <= j <= n), 1 <= i <= n
    ```
  
  The vector coefficient `a_i` is referred to as the drift of the process and
  the matrix `S_{ij}` as the volatility of the process. For the process to be
  well defined, these coefficients need to satisfy certain technical conditions
  which may be found in Ref. [1]. The vector `dW_j` represents independent
  Brownian increments.
  
  For a simple and instructive example of the implementation of this interface,
  see `models.GenericItoProcess`.
  
  #### References
  [1]: Brent Oksendal. Stochastic Differential Equations: An Introduction with
    Applications. Springer. 2010.
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docstr: The name to give to ops created by this class.
docstr_tok: ["The","name","to","give","to","ops","created","by","this","class","."]
code: def name(self):
      """The name to give to ops created by this class."""
      pass
  
file_path: tf-quant-finance/tf_quant_finance/models/ito_process.py
imports: import abc
  import six
label_desc: Use image node_id 1 for calling the ItoProcess obj's underlying member method code with example usage: obj.name() without return types