بررسی حرکت براونی
چهار سال پیش منتشر شده
تعداد بازدید: 427
کد پروژه: 205000
شرح پروژه
With reference to the Matlab files on the Brownian motion, develop a Matlab code for
calculate the distribution density to find a given value of x at time t2, considering that x(0)=0
and with x(t1) belonging to interval [a, b], having fixed a and b and with t2>t1. Make use of the
continuous model with only two time steps, t1 and t2-t1. Compare the histogram obtained from the
code with the exact solution that can be readily calculated
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