MathGroup Archive 2006

[Date Index] [Thread Index] [Author Index]

Search the Archive

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? 



  • Prev by Date: Re: Beginner--Exporting formatted text files
  • Next by Date: Re: finding Fourier Series.
  • Previous by thread: Re: GUIKit - Number of digits
  • Next by thread: Re: Weiner process