Weiner process
- To: mathgroup at smc.vnet.net
- Subject: [mg63887] Weiner process
- From: "Don" <ddarling at math.uci.edu>
- Date: Fri, 20 Jan 2006 04:32:58 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
For a Monte Carlo simulation I need samples of the Brownian motion (Wiener)process X(t), 0<t<1. Does anyone know of a data base where I can find them, or of a program to generate them?