search for: lamperti

...dows. If someone could let me know of a link, or even send me copies of these libraries, I would really appreciate it. I know I could try to compile them myself, but I am a complete newcomer to minGW, and really haven't been having any luck figuring out how to do so. Thanks very much, Steve Lamperti Imagine that, Inc.

...and diffusion coefficients for SDE d <- expression(x^(-1) - 1 + x - x^2) s <- expression(x^1.3) s.x <- expression(1.3*(x^0.3)) # simulate process using the Milstein approximation X <- sde.sim(t0=0,T=100,X0=1,N=1000,drift=d,sigma=s,sigma.x=s.x,method="milstein") ## define the Lamperti transform function Transform <- function(t,x,theta) (1/(theta[5]*(theta[6]-1)))*(x^(1-theta[6])) ## define the diffusion function S <- function(t,x,theta) theta[5]*(x^theta[6]) ## define the transformed drift function and it's first six derivatives m0 <- function(t,x,theta) { b <-...