Hello everyone,
I have a problem with the Brownian Motion (I'm using Maple 15).
Here is the code:
X:=BrownianMotion(0,0,1,t);
X1:=SamplePath(X(t),t=0..T,timesteps =T/d):
Mean(X1);
The last line give me a number different from zero, which is not true for a Brownian Motion as defined.
Could you please tell me where is the problem?
PS: I have the same problem with WienerProcess(sigma).