文件名称:Wiener_Process
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数值模拟Wiener Process的一个简单的程序,上传给大家分享-Numerical simulation of Wiener Process
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下载文件列表
ex1-Simulation of a single sample of standard Wiener Process.m
ex2-Mean and Variance of 100 samples of standard Wiener Process.m
ex3-Generation of a Stochastic Process.m
ex4-Simulation of a Generalized Wiener Process.m
ex2-Mean and Variance of 100 samples of standard Wiener Process.m
ex3-Generation of a Stochastic Process.m
ex4-Simulation of a Generalized Wiener Process.m