How to plot stochastic differential equation in three variables?

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amita tripathi 2016-9-26

评论： amita tripathi 2016-9-26

dx1=(a+x1-x2*x3)dt-c1dw1; dx2=(v-x2=x2x3)dt-c2dw1; dx3=(q-x3-sx1-x3x1)dt-c3dw2;

amita tripathi 2016-9-26

note that here w1 and w2 are independent brownian motion.

Shican Liu 2016-9-26

Considering the three assets are related to each other, how about drawing them one by one. For more information , http://personal.strath.ac.uk/d.j.higham/algfiles.html

amita tripathi 2016-9-26

since one variable depend on other how can I draw them one by one?

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