Question: Bownian Path (again posted)

 

I am posting it again. I need the plot of W(i+1/2)=1/2*(W(i)+W(i+1))+1/2*sqrt(sagma*t)*g(i)    where g(i) is an independent N(0,1) sample. Please some one help. i have attached a file of the plot which I need.

Download 10597_10597_Brwonian Motion.doc
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cheers

zhkhan

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