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April 30th, 2013, 05:30 AM   #1
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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 didnít 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[k-1]+dt*?*s[k-1]+?*s[k-1]*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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