probability

In this article ALON SELA will explain how to solve the Ornstein-Uhlenbeck Stochastic Differential Equation, as well as calculating its expectation and variance - given an initial condition.

In this article, we will delve into the concept of The Error Function and the Complementary Error Function. We will see the connection to the cumulative distribution function of a standard normal random variable.

In this article ALON SELA will give an example of how to construct a mixed random variable that is half discrete and half continues.