Publisher review:Simulation of Stochastic Processes simulates and plots trajectories of simple stochastic processes. 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. Requirements: ยท MATLAB Release: R12.1
Simulation of Stochastic Processes is a Matlab script for Controls and Systems Modeling scripts design by Ingemar Kaj Raimundas Gaigalas.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Simulation of Stochastic Processes simulates and plots trajectories of simple stochastic processes.
Operating system:Windows / Linux / Mac OS / BSD / Solaris