2.6.17. sdepy.oruh_cdf¶

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