I have defined an Ito Process such that:
SeedRandom[1234];
proc = ItoProcess[{\[DifferentialD]X[t] == (w + k*Sin[Y[t] - X[t]])*\[DifferentialD]t + s*\[DifferentialD]W[t],
\[DifferentialD]Y[t] == (w + k*Sin[X[t] - Y[t]])*\[DifferentialD]t + s*\[DifferentialD]W[t]},
{X[t], Y[t]}, {{X, Y}, {X0, Y0}},
t, W \[Distributed] WienerProcess[]];
proc1 = proc /. {X0 -> 1, Y0 -> 0, k -> 1, w -> 1, s -> 0.01};
sample = RandomFunction[proc1, {0, 100, 0.01}]
and I would like to study the difference and ratios between the variables X and Y. I have spent some time searching through the RandomFunction
documentation and resulting sample variable, however I haven't been able to find how to isolate a single variable. I can plot both at the same time using
ListLinePlot[sample]
but not just X or Y. It seems as though sample[[2]]
is where the data is stored, but the format and how to isolate it is unclear to me even after spending time with the documentation.
sample["PathComponents"]
do what you want? $\endgroup$