%% Create a sdemrd Object
% The sdemrd class derives directly from the sdeddo class. It provides an interface in which the drift-rate function is expressed in mean-reverting drift form: $d{X_t} = S(t)[L(t) - {X_t}]dt + D(t,X_t^{\alpha (t)})V(t)d{W_t}.
% sdemrd objects provide a parametric alternative to the linear drift form by reparameterizing the general linear drift such that: $A(t) = S(t)L(t),B(t) =  - S(t).
% Create an sdemrd object obj with a square root exponent to represent the model: $d{X_t} = 0.2(0.1 - {X_t})dt + 0.05X_t^{\frac{1}{2}}d{W_t}.

obj = sdemrd(0.2, 0.1, 0.5, 0.05)   % (Speed, Level, Alpha, Sigma)

% sdemrd objects display the familiar Speed and Level parameters instead of A and B.
% Copyright 2012 The MathWorks, Inc.