length=5000) png("Cauchy-OU.png",width=1200, height=900) par(mfrow=c(2,1)) cou=process.ou(param=c(0,1),mr=1.2,T=max(time),steps=length(time),bdlp="cauchy",Z0=-1...
### OU-levy processes ################################ # trajectory of an OU-process, driven by some levy process (bdlp; here cauchy or gamma) ##...
stored in param process.ou<-function(para,type,T=1,steps=500) { dt=T/(steps-1) ou=array(para$r,dim=steps) if (type=="cauchy") { dLt=rcauchy(steps-1,...
II II BtnuN caiciiv, baho.v cauchy, iiarov cauchy, ccf. pcc . icc. tomf tome tome i. i. i, , ; ccc, png. 26, lin. 20— 25. ccc, pag. 26,...
