Abstract

<p><b>Plots of 200 trajectories of each of: Brownian motion with drift 0 and <i>σ</i><sup>2</sup> = 1 (black); Ornstein–Uhlenbeck with <i>σ</i><sup>2</sup> = 1 and <i>α</i> = −4 (green); and Ornstein–Uhlenbeck with <i>σ</i><sup>2</sup> = 1 and <i>α</i> = −40 (orange)</b>.</p

    Similar works

    Full text

    thumbnail-image