Y0
Key
Y0
in
Exp OU Process
refers to the initial value (i.e. the value at time 0) of the diffused quantity
y
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