Description Usage Arguments Value
simulate the sample path of OU-process or Brownian motion
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 |
A vector of OU-process path or Brownian motion path
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