维纳过程的数值模拟

import numpy as np
from matplotlib import pyplot as plt



T=10
mu, sigma = 0.002, 0.1 # 均值和标准差 

N=int(T/sigma)

s = np.random.normal(mu, np.sqrt(sigma), N)  

z=np.cumsum(s)*np.sqrt(sigma) 

t=list(range(N))

plt.plot(t,z)

转载于:https://www.cnblogs.com/luoganttcc/p/10525224.html