The random-process tag has no usage guidance.
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How do I create a random point on the surface of a cube? [duplicate]
How do I create a random point on the surface of a cube? I mean on one of its six faces at random.
2
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1answer
101 views
Simulation of the stochastic system
I have the stochastic system which consists of 4 nonlinear equations. White Gaussian noise is used in the third equation only. Nevertheless, the whole system is stochastic.
Some problems arise when ...
3
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1answer
31 views
How to plot more paths to this SDE simulation? [duplicate]
I have the following code that simulates an Ito process in Mathematica,
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2
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1answer
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Generating the cumulative distribution function (CDF) of a tuple made by RandomFunction
I use the RandomFunction to generate a continuous random function (trying to model a rough surface):
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5
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1answer
364 views
How to use some other driving process than the WienerProcess?
According to the following reference page
http://reference.wolfram.com/language/ref/ItoProcess.html
The driving process dproc can be any process that can be converted to
a standard Ito process
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5
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1answer
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ItoProcess function
While looking in the help manual of Mathematica concerning the ItoProcess function I found the following:
ItoProcess[{a,b,c},x,t]: represents an Ito Process y(t)=c(t,x(t)), where dx(t)=a(t,x(t))dt+b(...
