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Re: Plot a sample path of a bornian motion

• To: mathgroup at smc.vnet.net
• Subject: [mg34961] Re: [mg34957] Plot a sample path of a bornian motion
• From: Andrzej Kozlowski <andrzej at platon.c.u-tokyo.ac.jp>
• Date: Sun, 16 Jun 2002 00:23:53 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

There are actually lots of differnet ways. You can see one of them in my 
short article "Derivative Pricing with Mathematica" which you can 
download either from <http://www.mimuw.edu.pl/~akoz/Mathematica/> or 
<http://platon.c.u-tokyo.ac.jp/andrzej/Mathematica/>.

Andrzej Kozlowski
Toyama International University
JAPAN
http://platon.c.u-tokyo.ac.jp/andrzej/


On Saturday, June 15, 2002, at 03:27  PM, Kees wrote:

> Hi,
>
> I'm relatively new to Mathematica and am wondering how it's possible to 
> plot
> a sample path of a (one-dimensional) Brownian motion. Any ideas?
>
> Thanks in advance!
>
>
>
>
>