On 17/05/14 19:10, Xuse Chuse wrote:> Dear users,
>
> I am trying to simulate a Lamperti transformation of a brownian motion:
> W(e_t). Could anyone give some clue how to do it? Thank you beforehand.
>
> Regards,
> C.
>
> [[alternative HTML version deleted]]
>
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
See package sde, and Stefano Iacus' excellent book.
Simon.
--
Simon Blomberg, BSc (Hons), PhD, MAppStat, AStat.
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