Monte Carlo simulation for Ornstein-Uhlenbeck process

Hi. I want to calculate the trajectory of a model of temperature following
Where Tt and Tmt are vectors with 9490 observations of temperature, sigma is 0.525, a is 0.1 and Et it is the vector of the numbers generated in the simulation.
Thanks in advance.
It would be very helpful if anyone helps me how to start with a pattern of Monte Carlo Simulation.

Answers (0)

Asked:

on 29 Nov 2015

Edited:

on 29 Nov 2015

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