zelenkastiot / ou_subordinator

Python simulations for CTRWs Ornstein-Uhlenbeck process with different stability index

continuous-time-random-walk ornstein-uhlenbeck-process stochastic-processes

Subordinator for calculation of CTRWs (O-U process)

K. Zelenkovski
📬 *correspondence email: @kzelenkovski@manu.edu.mk

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Python simulations for CTRWs Ornstein-Uhlenbeck process with different stability index

continuous-time-random-walk ornstein-uhlenbeck-process stochastic-processes

MIT License

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