take dt into account for OU noise #197
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Checkout this stackoverflow post for a better understanding of OU noise. https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab
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@dementrock would you mind checking this PR? |
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For anyone curious: checkout the following stackoverflow post for a better understanding of OU noise.
https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab