29 March 2020 11:57:18 AM OU_TEST: C++ version. Test the OU library. OU_EULER_TEST: Estimate a solution to the Ornstein-Uhlenbeck equation using the Euler method for stochastic differential equations. Using decay rate THETA = 2 Using mean MU = 1 Using variance SIGMA = 0.15 Using initial value X0 = 2 Using final time TMAX = 3 Using number of timesteps N = 10000 Using value of random SEED = 123456789 OU_EULER: C++ version Use an Euler method to approximate the solution of the Ornstein-Uhlenbeck stochastic differential equation: d x(t) = theta * ( mu - x(t) ) dt + sigma dW with initial condition x(0) = x0. Created data file "ou_euler_data.txt". Created command file 'ou_euler_commands.txt' OU_EULER_MARUYAMA_TEST: Estimate a solution to the Ornstein-Uhlenbeck equation using the Euler-Maruyama method for stochastic differential equations. Using decay rate THETA = 2 Using mean MU = 1 Using variance SIGMA = 0.15 Using initial value X0 = 2 Using final time TMAX = 3 Using number of large timesteps N = 10000 Using number small time steps per one large time step R = 16 Using value of random SEED = 123456789 OU_EULER_MARUYAMA: C++ version Use an Euler-Maruyama method to approximate the solution of the Ornstein-Uhlenbeck stochastic differential equation: d x(t) = theta * ( mu - x(t) ) dt + sigma dW with initial condition x(0) = x0. Created data file "ou_euler_maruyama_data.txt". Created command file 'ou_euler_maruyama_commands.txt' OU_TEST: Normal end of execution. 29 March 2020 11:57:18 AM