Greg Dobler edited CAR Generation.tex  almost 11 years ago

Commit id: 141aec44e79f936e21b436e7be20b80cfd2e03c2

deletions | additions      

       

\label{sec:car}  \begin{equation}  X(t) = e^{-t/\tau} X(0) + b\tau(1-e^{-t/\tau}) + \sigma\int_{0}^{t} e^{-(t-s)/\tau} dB(s)  \end{equation}