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April 30th, 2013, 05:30 AM  #1 
Newbie Joined: Apr 2013 Posts: 2 Thanks: 0  Stochastic Process in Mathematica
Hi, I am really unexperienced with Mathematica and I would be extremely thankful if somebody could help me with the following problem. Ok, so my intention is to simulate a the stochastic process: dS=mew*S*dt + sigma*S*dX I also want to plot this process and to be able to manipulate all input parameters. I tried to do it this way but it didn’t work out as hoped. I would be really thankful if somebody could help me as soon as possible. Thank you in advance Manipulate[Plot[s[k1]+dt*?*s[k1]+?*s[k1]*Sqrt[dt]*Random[NormalDistribution[0,1]],{k,1,10},PlotRange?Automatic],{s,100,500},{?,0,1},{?,0,1},{dt,1?52,1?250}] 

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mathematica, process, stochastic 
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