Uses of Interface
org.drip.measure.process.OrnsteinUhlenbeck

Packages that use OrnsteinUhlenbeck

Package	Description
org.drip.execution.hjb	Optimal Hamilton-Jacobi-Bellman Execution
org.drip.execution.latent	Correlated Latent Market State Sequence
org.drip.measure.dynamics	Jump Diffusion Evolution Evaluator Variants
org.drip.measure.process	Jump Diffusion Evolver Process Variants

Uses of OrnsteinUhlenbeck in org.drip.execution.hjb

Methods in org.drip.execution.hjb that return OrnsteinUhlenbeck

Modifier and Type	Method	Description
OrnsteinUhlenbeck	NonDimensionalCostEvolver.ornsteinUnlenbeckProcess()	Retrieve the Reference Ornstein-Unlenbeck Process

Methods in org.drip.execution.hjb with parameters of type OrnsteinUhlenbeck

Modifier and Type	Method	Description
static NonDimensionalCostEvolverSystemic	NonDimensionalCostEvolverSystemic.Standard(OrnsteinUhlenbeck ou)	Construct a Standard NonDimensionalCostEvolverSystemic Instance

Constructors in org.drip.execution.hjb with parameters of type OrnsteinUhlenbeck

Constructor	Description
NonDimensionalCostEvolverSystemic(OrnsteinUhlenbeck ou, double dblAsymptoticEulerUrgencyThreshold, boolean bAsymptoticEnhancedEulerCorrection)	NonDimensionalCostEvolverSystemic Constructor

Uses of OrnsteinUhlenbeck in org.drip.execution.latent

Methods in org.drip.execution.latent that return OrnsteinUhlenbeck

Modifier and Type	Method	Description
OrnsteinUhlenbeck	OrnsteinUhlenbeckSequence.scheme()	Retrieve the Ornstein-Uhlenbeck Generator Scheme Parameters

Uses of OrnsteinUhlenbeck in org.drip.measure.dynamics

Classes in org.drip.measure.dynamics that implement OrnsteinUhlenbeck

Modifier and Type	Class	Description
class	DiffusionEvaluatorOrnsteinUhlenbeck	DiffusionEvaluatorOrnsteinUhlenbeck evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R1 Ornstein Uhlenbeck Process.

Uses of OrnsteinUhlenbeck in org.drip.measure.process

Classes in org.drip.measure.process that implement OrnsteinUhlenbeck

Modifier and Type	Class	Description
class	OrnsteinUhlenbeckPair	OrnsteinUhlenbeckPair guides the Random Variable Evolution according to 2D Ornstein-Uhlenbeck Mean Reverting Process.