Continuous time wiener process

Question:Continuous time wiener process

Posted: mah00 35 Product: Maple 15

May 21 2012

Hi everyone,

Is it possible to create a continuous time wiener process in Maple?

When we create a wiener process and then a sample path, the values of the sample path are saved in a table, so if I call W(1.5) there is no answer.

How can this be solved?

Thanks.

Share via:

E-Mail Address:
Password:
Remember Me:	Automatically sign in on future visits

E-Mail Address:
Password:
Remember Me:	Automatically sign in on future visits

Save this setting as your default sorting preference?
Note: You can change your preference any time in your account settings
Don't show this again