试用软件

How to plot stochastic differential equation in three variables?

1 次查看（过去 30 天）

显示更早的评论

amita tripathi 2016-9-26

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/304492-how-to-plot-stochastic-differential-equation-in-three-variables

评论： amita tripathi 2016-9-26

采纳的回答： Shican Liu

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

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

amita tripathi 2016-9-26

note that here w1 and w2 are independent brownian motion.

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Shican Liu 2016-9-26

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/304492-how-to-plot-stochastic-differential-equation-in-three-variables#answer_236087

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

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

amita tripathi 2016-9-26

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

请先登录，再进行评论。

更多回答（0 个）

请先登录，再回答此问题。

类别

MATLAB Get Started with MATLAB

在 Help Center 和 File Exchange 中查找有关 Get Started with MATLAB 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by

试用软件