Bm: Simulation of Brownian motion

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Simulation of Brownian motion

Description

This function simulates a realisation of the Brownian motion over the time interval [t_start,t_end] with N time steps and initial value x_start.

Usage

Bm(x_start = 0, t_start = 0, t_end = 1, N = 1000, plot = FALSE)

Arguments

x_start	Value of the process at the initial time point (additive constant mean).
t_start	Initial time point.
t_end	Terminal time point.
N	Number of time steps on the interval [t_start,t_end]. Default set to 1000.
plot	Logical: If TRUE, the realisation of the Brownian motion is plotted in interactive sessions.

Value

A data frame where the first column is t and second column is simulated values of the realisation of Brownian motion with added constant mean.

See Also

GHBMP, FBm, FGn, Bbridge, FBbridge

Examples

Bm(t_end = 2, plot = TRUE)

Rmfrac documentation built on Sept. 10, 2025, 10:31 a.m.