-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA256 Hi
I was wondering if there is a (numerical) good way to simulate randoms diffusion processes with gsl. For example: if W_t is an n-Dimensional Brownian motion Simulate the Process Y_t with dY_t = mu(Y_t)dt + sigma(Y_t)dW_t Toralf Niebuhr -----BEGIN PGP SIGNATURE----- Version: GnuPG/MacGPG2 v2.0.16 (Darwin) iF4EAREIAAYFAk05enUACgkQ06zpjJY8ywV+8gEA5lb7s3VWPDJhw034H2ETo8QK ISdosACKNA8KfsR8Ub0BAMq0wKEe+AXCDOJRhM4quAmrNgdZb6ASOkjm2DkwcYga =Scac -----END PGP SIGNATURE----- _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
