def OU_time_realization(totalTime, timeStep, gamma): Function creating a realization of a stationary OU-process with mean = 0 and variance (1/(2*gamma)). This stationary process only exists for a ...

Function creating a realization of a stationary OU-process with mean = 0 and variance (1/(2*gamma)). This stationary process only exists for a certain initial condition of x(0): a normal distribution ...