Chapter 13. Stochastic Dynamical Systems
In this chapter, we will cover the following topics:
Simulating a discrete-time Markov chain
Simulating a Poisson process
Simulating a Brownian motion
Simulating a stochastic differential equation
In this chapter, we will cover the following topics:
Simulating a discrete-time Markov chain
Simulating a Poisson process
Simulating a Brownian motion
Simulating a stochastic differential equation