stochasticModel_Ex1<-function(Xstart=100,a=-1,b=0.2,Nbstep=100,Nbtrail=15){
T=1
Z<-matrix(0,nrow=Nbtrail,ncol=Nbstep)
X<-matrix(0,nrow=Nbtrail,ncol=Nbstep)
plot(-1,-1,xlab="time step",ylab="X",xlim=c(0,100),ylim=c(0,110))
for(i in 1:Nbtrail){
Z[i]=rnorm(Nbstep,0,1);
for(j in 2:Nbstep){
DeltaT<-T/100
DeltaW<-sqrt(DeltaT)*Z[,j]
X[i,1]=Xstart*(1+a*DeltaT+b*DeltaW[1])
##这里有问题:Error: object 'Xstart' not found
X[i,j]=X[j-1]*(1+a*DeltaT+b*DeltaW)
}
lines(Nbstep,X[i],col=i)
}
Z;X}
#我要做这个
X[n+1]=X[n]*(1+a*δt+b*sqrt(δ)t*Z
n=100,并绘出15条路径