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Questions on creating visualizations from functions or data using high-level constructors such as Plot, ListPlot, Histogram, etc.
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Simulate Geometric Brownian Motion with stochastic drift
I want to simulate a GBM with its drift parameter follows some continuous time Markov chain.
For example,
\begin{align}
dK & =\mu Kdt+\sigma K dW
\end{align}
where $\mu$ follows continuous-time Ma …