Simulation of Stochastic Processes
Simulates and plots trajectories of simple stochastic processes.
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Routines for simulating paths of stochastic processes: random walk, Poisson process, Brownian motion and their multidimensional versions, as well as birth-and-death processes, branching and reproduction models. See
Cite As
Ingemar Kaj Raimundas Gaigalas (2026). Simulation of Stochastic Processes (https://www.mathworks.com/matlabcentral/fileexchange/2493-simulation-of-stochastic-processes), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (9.54 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | Changed tgz archive format to zip. Added a counting function to poissonti.m. |
