維納過程的數值模擬

維納過程的數值模擬 import numpy as np from matplotlib import pyplot as plt T=10 mu, sigma = 0.002, 0.1 # 均值和標準差 N=int(T/sigma) s = np.random.normal(mu, np.sqrt(sigma), N) z=np.cumsum(s)*np.sqrt(sigma)

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