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zafar khan

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Brownian Path...

zafar khan 72 Maple
plot
March 26 2009
2 5

 

Thanks

Any one can help me. I need the plot of W(i+1/2)=1/2*(W(i)+W(i+1))+1/2*sqrt(sagma*t)*g(i)    where g(i) is an independent N(0,1) sample.

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