Description Usage Arguments Details

Generation of a random trajectory of an OU process starting from a given initial state (only for test purpose)

1 | ```
rTrajectoryOUDef(z0, t, alpha, theta, sigma, steps = 1)
``` |

`z0` |
Numeric value, initial state. |

`t` |
Numeric value or vector of size steps, denoting the time-step(s). |

`alpha` |
Numeric values, parameters of the OU process. |

`theta` |
Numeric values, parameters of the OU process. |

`sigma` |
Numeric values, parameters of the OU process. |

`steps` |
Integer, number of steps. |

Used for test purpose only. This is an internal function and is appropriate for small time-steps only.

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