MathGroup Archive: January 2006 [00456]

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Re: Weiner process

To: mathgroup at smc.vnet.net
Subject: [mg63894] Re: Weiner process
From: "Jens-Peer Kuska" <kuska at informatik.uni-leipzig.de>
Date: Sat, 21 Jan 2006 01:50:41 -0500 (EST)
Organization: Uni Leipzig
References: <dqqc98$m0j$1@smc.vnet.net>
Sender: owner-wri-mathgroup at wolfram.com

Hi,

adding a white Gaussian noise to a deterministic 
path does not help ?

Regards
  Jens

"Don" <ddarling at math.uci.edu> schrieb im 
Newsbeitrag news:dqqc98$m0j$1 at smc.vnet.net...
| 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?
|
|

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