to de.wikipedia. 2005-10-19 15:17 Benson.by 1201×900× (24017 bytes) Diagramm eines [[Ornstein-Uhlenbeck-Prozess]]es. Eigenbau mit [[Matlab]]. English...
"darkolivegreen4", "red") t<-seq(0,1.75,length=800) set.seed(170945) png(filename="OrnsteinUhlenbeck.png", width=1200, height=900, pointsize=12) par(bg="grey86")...
lwd=2, ylim=c(0,2)) lines(t,ou(init=c(2,0)),col=cols[2], lwd=2) lines(t,ou(),col=cols[3], lwd=2) title(main="Ornstein - Uhlenbeck", cex.main=2.5) text(x=1...
seed(29011980) time=seq(0,5.7,length=5000) png("Gamma-OU.png",width=1200, height=900) par(mfrow=c(2,1)) gou=process.ou(param=c(2.1,0.9),mr=1.3,T=max(time),steps=length(time)...
DescriptionOrnsteinUhlenbeck4.png English: I just changed File:OrnsteinUhlenbeck3.png's background from grey to white Date 13th May Source File:OrnsteinUhlenbeck3...
This file is licensed under the Creative Commons Attribution-Share Alike 2.5 Generic license. You are free: to share – to copy, distribute and transmit...
This file is licensed under the Creative Commons Attribution 2.5 Generic license. You are free: to share – to copy, distribute and transmit the work to...
times surface.png A sample path of an Itō process together with its surface of local times. The example used is an Ornstein-Uhlenbeck process satisfying...
set.seed(42) y<- w<- rnorm(1000) for (t in 2:1000) { y[t]<- 0.9*y[t-1]+w[t] } #Vector for line segments. xy.mat<- cbind(c(0,450,225,750,600,1000),c(6...
