2.6.17. sdepy.oruh_cdf¶
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class
sdepy.
oruh_cdf
(t, x, *, x0=0., theta=0., k=1., sigma=1.)[source]¶ Cumulative probability distribution function of values at time t of an Ornstein-Uhlenbeck process (as per the ornstein_uhlenbeck_process class) with time-independent parameters, evaluated at x.
See also
Attributes: - params
Methods
__call__