Nothing
# ex1.06.R
set.seed(123)
N <- 100 # number of end-points of the grid including T
T <- 1 # length of the interval [0,T] in time units
Delta <- T/N # time increment
W <- numeric(N+1) # initialization of the vector W
t <- seq(0,T, length=N+1)
for(i in 2:(N+1))
W[i] <- W[i-1] + rnorm(1) * sqrt(Delta)
plot(t,W, type="l", main="Wiener process" , ylim=c(-1,1))
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