matlab模拟布朗运动

t = 0:dt:1;

N =1001;

X = 1;

Xt1 = ones(1,N);

dWt1 = normrnd(0,dt,1,N);

dZt1 = normrnd(0,(dt)^2,1,N); for i=2:(N-1)

X=X+dWt1(i)+dZt1(i);

Xt1(i)=X;

end

Xt1;

plot(t,Xt1)