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Question: Brownian Motion_Mean not zero

Question:Brownian Motion_Mean not zero

mah00 35 Maple 15
March 19 2012
0

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).

 

Thanks
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