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epomarico/Brownian_motion
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This folder "Brownian_motion" contains files for the calculation of a brownian motion or Wiener process, in 1 and 2 dimensions and the estimation of statistical moments associated to it. Files included in the folder: - BrownianMotion.m: Matlab code to calculate brownian motions and perform numerically some statistical calculations - brownian_motion_1D.m: function that generated and plots a 1D brownian motion - brownian_motion_2D.m: function that generated and plots a 2D brownian motion - Brownian_motion.pdf: pdf file describing the implementation of the previous functions
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Brownian motion simulator
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