Squared Bessel Process#

Simulate and visualise paths

# Author: Dialid Santiago <d.santiago@outlook.com>
# License: MIT
# Description: Simulate and visualise a Bessel process

from aleatory.processes import BESQProcess
from aleatory.styles import qp_style

qp_style()  # Use quant-pastel-style

p = BESQProcess(dim=4.0)
fig = p.draw(n=100, N=200, figsize=(12, 7), colormap="viridis", envelope=True)
fig.show()

$Squared Bessel Process $BESQ^{4.0}_{0.0}$, Monte Carlo Simulated Paths $\{{X_t, t \in [t_0, T]\}}$, $X_T$ Marginal$

fig = p.plot(n=100, N=10, figsize=(12, 7))
fig.show()

$Squared Bessel Process $BESQ^{4.0}_{0.0}$$

Total running time of the script: (0 minutes 11.024 seconds)

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