29 March 2023 6:49:03.728 AM ornstein_uhlenbeck_test(): FORTRAN90 version. Test ornstein_uhlenbeck(). OU_EULER_TEST: Estimate a solution to the Ornstein-Uhlenbeck equation using the Euler method for stochastic differential equations. Using decay rate THETA = 2.00000 Using mean MU = 1.00000 Using variance SIGMA = 0.150000 Using initial value X0 = 2.00000 Using final time TMAX = 3.00000 Using number of timesteps N = 10000 OU_EULER: FORTRAN90 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 = 2.00000 Using mean MU = 1.00000 Using variance SIGMA = 0.150000 Using initial value X0 = 2.00000 Using final time TMAX = 3.00000 Using number of large timesteps N = 10000 Using number small time steps per one large time step R = 16 OU_EULER_MARUYAMA: FORTRAN90 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". ornstein_uhlenbeck_test: Normal end of execution. 29 March 2023 6:49:03.761 AM