Example: biology
Search results with tag "Simulating brownian motion"
1 Simulating Brownian motion (BM) and …
www.columbia.edu1.1 BM with drift X(t) = ˙B(t) + twill denote the BM with drift 2R and variance term ˙>0. It has continuous sample paths and is de ned by 1. X(0) = 0.