diff --git a/cpp/full_code/ornstein_uhlenbeck_process.cpp b/cpp/full_code/ornstein_uhlenbeck_process.cpp index a3c0285be6e0af7cded4ef880e0f854d349d1083..3a0950472e958551ff93498a1e98c043854fe73d 100644 --- a/cpp/full_code/ornstein_uhlenbeck_process.cpp +++ b/cpp/full_code/ornstein_uhlenbeck_process.cpp @@ -181,7 +181,7 @@ void ornstein_uhlenbeck_process<rnumber,be>::initialize_B() template <class rnumber, field_backend be> void ornstein_uhlenbeck_process<rnumber, be>::let_converge(void) { - double time_step = 1./this->gamma(1)/1000. + double time_step = 1./this->gamma(1)/1000.; for(int i=0; i<5000; i++) { this->step(time_step); diff --git a/cpp/full_code/ornstein_uhlenbeck_process.hpp b/cpp/full_code/ornstein_uhlenbeck_process.hpp index 6c6bfb33e4a8b560a55d36e170d8de276e500ba2..4987fe2ebd8ad7a565c3365f76744ae55f2f6fed 100644 --- a/cpp/full_code/ornstein_uhlenbeck_process.hpp +++ b/cpp/full_code/ornstein_uhlenbeck_process.hpp @@ -59,7 +59,7 @@ class ornstein_uhlenbeck_process{ //return pow(this->ou_energy_amplitude/this->kolmogorov_constant,-0.5) // *pow(kabs,-2.0/3.0); - return this->ou_gamma*pow(kabs,-2/3); + return this->ou_gamma*pow(this->epsilon,1./3.)*pow(kabs,2./3.); }