Ornstein-Uhlenbeck process

The dataset used in the paper is an Ornstein-Uhlenbeck process, which is a type of diffusion process.

Data and Resources

Cite this as

Jeremy Heng, Valentin De Bortoli, Arnaud Doucet, James Thornton (2024). Dataset: Ornstein-Uhlenbeck process. https://doi.org/10.57702/spy0ylws

DOI retrieved: December 2, 2024

Additional Info

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Created December 2, 2024
Last update December 2, 2024
Defined In https://doi.org/10.48550/arXiv.2111.07243
Author Jeremy Heng
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Valentin De Bortoli
Arnaud Doucet
James Thornton