Simulation of Stochastic Processes script details from Ingemar Kaj Raimundas Gaigalas

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Simulation of Stochastic Processes Simulation of Stochastic Processes simulates and plots trajectories of simple stochastic processes.

Simulation of Stochastic Processes simulates and plots trajectories of simple stochastic processes. Routines for simulating paths of stochastic processes: random walk, Poisson process, Brownian motion and their multidimensional versions, as well as birth-and-death processes, branching and reproduction models. Requirements: · MATLAB Release: R12.1

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Release date: 0000-00-00
Last update: 2009-10-07
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price:Freeware $
Company: Ingemar Kaj Raimundas Gaigalas
Info url: http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectType=author&objectId=1068800

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Simulation of Stochastic Processes script download - Simulation of Stochastic Processes Simulation of Stochastic Processes simulates and plots

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