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Student Support Forum: 'Manipulate Stochastic Process' topicStudent Support Forum > General > Archives > "Manipulate Stochastic Process"

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Milan
04/30/13 04:15am

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

Manipulate[
Plot[s[k - 1] +
dt*\[Mu]*s[k - 1] + \[Sigma]*s[k - 1]*Sqrt[dt]*
Random[NormalDistribution[0, 1]], {k, 1, 10},
PlotRange -> Automatic], {s, 100, 500}, {\[Mu], 0, 1}, {\[Sigma], 0,
1}, {dt, 1/52, 1/250}]

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Subject (listing for 'Manipulate Stochastic Process')
Author Date Posted
Manipulate Stochastic Process Milan 04/30/13 04:15am
Re: Manipulate Stochastic Process Bill Simpson 04/30/13 11:46am
Re: Re: Manipulate Stochastic Process Milan 05/01/13 03:23am
Re: Re: Re: Manipulate Stochastic Process Bill Simpson 05/01/13 6:53pm
Re: Re: Re: Re: Manipulate Stochastic Process Milan 05/02/13 03:21am
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