somebm

somebm-package


  This package provides some functions to generate the time
  series of Brownian motions, including (regular) Brownian
  motion (<code><a rd-options="" href="/link/bm?package=somebm&version=0.1" data-mini-rdoc="somebm::bm">bm</a></code>), geometric Brownian motion
  (<code><a rd-options="" href="/link/gbm?package=somebm&version=0.1" data-mini-rdoc="somebm::gbm">gbm</a></code>), and fractional Brownian motion
  (<code><a rd-options="" href="/link/fbm?package=somebm&version=0.1" data-mini-rdoc="somebm::fbm">fbm</a></code>). They can help users simulate the
  process of one-dimension Brownian motions.


some Brownian motions simulation functions

somebm: Some functions to generate the time series of Brownian motions.

Description

Arguments