Brownian Excursion#

Simulate and visualise paths

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

from aleatory.processes import BrownianExcursion
from aleatory.styles import qp_style

qp_style()  # Use quant-pastel-style

p = BrownianExcursion()
fig = p.draw(n=100, N=100, figsize=(10, 7), colormap="Accent")
fig.show()
Brownian Excursion, Simulated Paths $X_t, t \in [t_0, T]$
fig = p.plot(n=100, N=10, figsize=(12, 7))
fig.show()
Brownian Excursion

Total running time of the script: (0 minutes 1.495 seconds)

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