How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
I have a simple SDE with white noise: ...
Why OpenCLMersenneTwister returns OpenCLLink::nodev: OpenCLLink failed to detect a usable device
I did the following: Needs["OpenCLLink`"] OpenCLMersenneTwister (per documentation) on both my Dell Inspiron 530 Desktop PC (Radeon X1300/X1500 Series card) ...