How to plot stochastic differential equation in three variables?

1 Ansicht (letzte 30 Tage)
dx1=(a+x1-x2*x3)dt-c1dw1; dx2=(v-x2=x2x3)dt-c2dw1; dx3=(q-x3-sx1-x3x1)dt-c3dw2;

Akzeptierte Antwort

Shican Liu
Shican Liu am 26 Sep. 2016
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

Weitere Antworten (0)

Kategorien

Mehr zu Numerical Integration and Differential Equations finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by