synfd (version 0.1.3)

wiener.process: Create a Wiener Process

Description

Create a Wiener Process

Usage

wiener.process(dispersion = 1)

Arguments

dispersion

the dispersion parameter of the Wiener process.

Value

a function hanlde in the form of X(tObs,n) which generates n independent trajectories observed at tObs.

Examples

# NOT RUN {
X <- wiener.process()
X(regular.grid(50),25)
# }