By Kardi Teknomo, PhD.

stochastic process

Share this: Google+
< Previous | Contents | Next >

Summary

Table below summarized what we have learned so far.

Model

Brownian Motion

ABM

GBM

Initial Value

0

SDE Model

None

Simulation Model

wt+1=wt + NORM.S.INV(RAND())

 

 Where

Parameters

None

,

,

Distribution

Normal

Normal

Log-Normal

Mean

0

Variance

1

< Previous | Contents | Next >

Do you have question regarding this Stochastic Process tutorial? Ask your question here

Share and save this tutorial
Add to: Del.icio.us Add to: Digg Add to: StumbleUpon Add to: Reddit Add to: Slashdot Add to: Technorati Add to: Netscape Add to: Newsvine Add to: Mr. Wong Add to: Webnews Add to: Folkd Add to: Yigg Add to: Linkarena Add to: Simpy Add to: Furl Add to: Yahoo Add to: Google Add to: Blinklist Add to: Blogmarks Add to: Diigo Add to: Blinkbits Add to: Ma.Gnolia Information

These tutorial is copyrighted .

Preferable reference for this tutorial is

Teknomo, Kardi. (2017) Stochastic Process Tutorial .
http://people.revoledu.com/kardi/tutorial/StochasticProcess/