The Ornstein Uhlenbeck Process with mean theta, mean reverting parameter alpha > 0 and diffusion sigma > 0 The dimension is controlled by an explicit dimension parameter, the parameters, theta, alpha and sigma are recycled for each dimension required The parameters should be specified on a log scale.
The Ornstein Uhlenbeck Process with mean theta, mean reverting parameter alpha > 0 and diffusion sigma > 0 The dimension is controlled by an explicit dimension parameter, the parameters, theta, alpha and sigma are recycled for each dimension required The parameters should be specified on a log scale.
the dimension of the diffusion process
a function from SdeParameter => Sde