Lambda
Key Lambda in Exp OU Process refers to the λ in the equation s = eˣ⁺ʸ, where dx = θ(μ-x)dt + σdw and dy(t) = -βy(t-)dt + J(t)dN(t) as described in Exp OU Process, which is the intensity of the pure jump process.
Key Lambda in Exp OU Process refers to the λ in the equation s = eˣ⁺ʸ, where dx = θ(μ-x)dt + σdw and dy(t) = -βy(t-)dt + J(t)dN(t) as described in Exp OU Process, which is the intensity of the pure jump process.