How to plot stochastic differential equation in three variables?

dx1=(a+x1-x2*x3)dt-c1dw1; dx2=(v-x2=x2x3)dt-c2dw1; dx3=(q-x3-sx1-x3x1)dt-c3dw2;

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Shican Liu
Shican Liu 2016년 9월 26일

1 개 추천

Considering the three assets are related to each other, how about drawing them one by one. For more information , http://personal.strath.ac.uk/d.j.higham/algfiles.html

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since one variable depend on other how can I draw them one by one?

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도움말 센터File Exchange에서 Numerical Integration and Differential Equations에 대해 자세히 알아보기

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2016년 9월 26일

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2016년 9월 26일

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