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verified publisher icon mschauer

Implement OU bridge

Open mschauer opened this issue 8 years ago • 0 comments

@ChrisRackauckas

Real OU bridge was implemented in https://github.com/mschauer/Bridge.jl/commit/7397f015c6d69300a7542bcf52ef19d581def2b3

For the vector valued OU bridge some matrix algebra is missing, but the one-dimensional formulas give a good idea how the answer should look like.

mschauer avatar Dec 07 '17 00:12 mschauer