2.6.15. sdepy.oruh_std

class sdepy.oruh_std(t, *, x0=0., theta=0., k=1., sigma=1.)[source]

Standard deviation of values at time t of an Ornstein-Uhlenbeck process (as per the ornstein_uhlenbeck_process class) with time-independent parameters.

Attributes:
params

Methods

__call__