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

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Bill Simpson
04/30/13 11:46am

I'm not certain I understand all the details, but see if this is closer to what you are trying to do.

Manipulate[ListPlot[NestList[#*(1 + dt*\[Mu] + \[Sigma]*Sqrt[dt]*Random[NormalDistribution[0, 1]]) &, s, 10]], {s, 100, 500}, {\[Mu], 0, 1}, {\[Sigma], 0, 1}, {dt, 1/52, 1/250}]

Look in the help system for NestList and try to see if that is modeling your stochastic process. You might try a simpler model with fixed constants and not use Manipulate, just to see if you can gain some confidence that it is doing what you really want. Then you can gradually add in features to get what you finally want.

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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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