search for: brownsch

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2005 Jun 22
1
legend
...order=cs[3], lty="dashed") lines(x=x,y=exp(0.7*x), type="l", lwd=3, col=cs[1]) lines(gbm(bm(),S0=1,mu=0.7,sigma=0.4), lwd=3, col=cs[2]) lines(gbm(bm(),S0=1,mu=0.7,sigma=0.2), lwd=3, col=cs[3]) lines(gbm(bm(),S0=1,mu=0.7,sigma=0.1), lwd=3, col=cs[4]) title(main="Geometrische Brownsche Bewegung",cex.main=2.5) legend(x=0,y=3.5,legend=c("exp(0.7x)","mu=0.7, sigma=0.4","mu=0.7, sigma=0.2","mu=0.7, sigma=0.1","Standardabweichung f??r sigma=0.2"),lwd=c(4,4,4,4,12),col=c(cs,"grey"),bg="transparent",cex=1.15) #...