Description Usage Arguments Value
simulating and counting the sample path of OU bridge or Brownian bridge
1 |
x0 |
the starting point at t=0 |
TT |
the total time |
n |
the number of the grid |
theta |
Default as 0, which means brownian motion |
sigma |
The diffusion parameter of OU process |
pl |
Whether plot the path, default as false |
XT |
the ending point at t=TT |
a vector of OU-bridge
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