suzukipdf.asv

suzuki过程的matlab仿真

sigma=1;
s=0.1;

x=(t/sigma^2)*exp(-t^2/2*sigma^2)*(1/(sqrt(2*pi)*s*sigma))*exp(-((log(sigma)-m)^2)/2*s^2);
p=quadl(x,0,1000000000);
plot(t,p)