https://en.wikipedia.org/wiki/Ornstein–Uhlenbeck_process
Lecture 20: Ornstein-Uhlenbeck process
EE 512 Page 1
https://en.wikipedia.org/wiki/Ornstein–Uhlenbeck_process
EE 512 Page 2
EE 512 Page 3
https://en.wikipedia.org/wiki/Vasicek_model
EE 512 Page 4
https://en.wikipedia.org/wiki/Vasicek_model
EE 512 Page 5
EE 512 Page 6
EE 512 Page 7
EE 512 Page 8
EE 512 Page 9
EE 512 Page 10
EE 512 Page 11
EE 512 Page 12