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April 30th, 2013, 05:30 AM   #1
Joined: Apr 2013

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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

Milan.Miko is offline  

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