Hello everyone,
I just wonder if there is any way to generate Brownian motion in Freefem? I am working on a numerical stochastic problem which require to discretize the Brownian motion/Wiener process but I don’t see Freefem mentions about it in their manual book!
Thanks!
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Hello lievo , I am also studying stochastic problems .Maybe you have known how to generate Brownian motion in Freefem?