Note
Go to the end to download the full example code.
Brownian Bridge 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 BrownianBridge
from aleatory.styles import qp_style
qp_style() # Use quant-pastel-style
p = BrownianBridge()
p.draw(n=200, N=100, figsize=(10, 7), colormap="Spectral", envelope=True)
![Brownian Bridge, Simulated Paths $X_t, t \in [t_0, T]$](../_images/sphx_glr_plot_brownian_bridge_001.png)
<Figure size 2000x1400 with 1 Axes>
p.plot(n=100, N=10, figsize=(12, 7))
<Figure size 2400x1400 with 1 Axes>
Total running time of the script: (0 minutes 1.342 seconds)