ó
$Oc           @   sY   d  d l  m Z d  d l Z d  d l Z d „  Z d „  Z d „  Z d „  Z d „  Z d S(   iÿÿÿÿ(   t   divisionNc         C   sK   d g |  } d | d <x- t  d |  ƒ D] } | | d | | | <q' W| S(   Ng        i    i   (   t   xrange(   t   ntt   dtt   tst   k(    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   get_t_series   s
    
c         C   se   t  |  ƒ } t j | ƒ } d |  d <x9 t d | ƒ D]( } |  | d t j d | ƒ |  | <q5 Wd  S(   Ng        i    i   (   t   lent   matht   sqrtR   t   randomt   gauss(   t   BtR   R   t   sqrtdtR   (    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   get_BM_series   s
    
c         C   so   t  |  ƒ } t j | ƒ } | | g } d |  d <x6 t d | ƒ D]% } |  | d t j | ƒ |  | <qB Wd  S(   Ng        i    i   (   R   R   R	   R   R
   t   choice(   t   StR   R   R   t   choicesR   (    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   get_SRW_series#   s    
c         C   sz   t  | ƒ } | d } | | } | | | } d }	 x? t d | ƒ D]. }
 | | |
 |	 | | |  |
 <|	 | 7}	 qD Wd  S(   Niÿÿÿÿg        i    (   R   R   (   t   XtR   t   X0t   XTR   R   t   BTt   Tt   heightt   tR   (    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   get_BB_series_from_BM/   s    

c         C   s±   t  |  ƒ } t j | ƒ } | | } d } d } | |  d <xo t d | ƒ D]^ }	 t j d | ƒ }
 |  |	 d | |  |	 d | | | |
 |  |	 <| |
 7} | | 7} qK Wd  S(   Ng        i    i   (   R   R   R	   R   R
   R   (   R   R   R   R   R   R   R   R   R   R   t   dB(    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   get_BB_series_from_SDE<   s    

2
(	   t
   __future__R    R   R
   R   R   R   R   R   (    (    (    sH   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/brownian.pyt   <module>   s   	
			