Brownian Path - MaplePrimes

Question:Brownian Path

Posted: zafar khan 72 Product: Maple

March 26 2009

Thanks

Any one can help me. I need the plot of W(i+1/2)=1/2*(W(i)+W(i+1))+1/2*sqrt(sagma*t)*g(i) where g(i) is an independent N(0,1) sample.

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