Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Implement OU bridge #15

Open
mschauer opened this issue Dec 7, 2017 · 0 comments
Open

Implement OU bridge #15

mschauer opened this issue Dec 7, 2017 · 0 comments

Comments

@mschauer
Copy link
Owner

mschauer commented Dec 7, 2017

@ChrisRackauckas

Real OU bridge was implemented in 7397f01

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.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@mschauer