How to plot stochastic differential equation in three variables?

dx1=(a+x1-x2*x3)dt-c1dw1; dx2=(v-x2=x2x3)dt-c2dw1; dx3=(q-x3-sx1-x3x1)dt-c3dw2;

 Accepted Answer

Considering the three assets are related to each other, how about drawing them one by one. For more information , http://personal.strath.ac.uk/d.j.higham/algfiles.html

More Answers (0)

Categories

Find more on Mathematics and Optimization in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!