suzukipdf.m

suzuki过程的matlab仿真

t=0:0.01:4
s=0.1
m=0;
f1=(t/sigma^2);
f2=exp(-t.^2/2*sigma^2);
f3=1/(sqrt(2*pi)*s*sigma);
f4=exp(-((log(sigma)-m)^2)/2*s^2)
f=f1.*f2*f4*f4;
p=int(f,sigma,0,10);
plot(t,p);