OUbridge: simulating and counting the sample path of OU bridge or...

Description Usage Arguments Value

Description

simulating and counting the sample path of OU bridge or Brownian bridge

Usage

1
OUbridge(x0, xT, TT, n, theta, mu, sigma, pl = F)

Arguments

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

Value

a vector of OU-bridge


MingweiWilliamTang/BMIthreshCount documentation built on May 7, 2019, 4:57 p.m.