结合着wikipedia,就可以理解wikipedia 里的公式的含义了https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process
最后看一下代码如何实现:
https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab
结合着wikipedia,就可以理解wikipedia 里的公式的含义了https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process
最后看一下代码如何实现:
https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab