Generation of a random trajectory of an OU process starting from a given initial state (only for test purpose)
rTrajectoryOUDef(z0, t, alpha, theta, sigma, steps = 1)
Numeric value, initial state.
Numeric value or vector of size steps, denoting the time-step(s).
Numeric values, parameters of the OU process.
Numeric values, parameters of the OU process.
Numeric values, parameters of the OU process.
Integer, number of steps.
Used for test purpose only. This is an internal function and is appropriate for small time-steps only.