Hello all,
I am interested in generating a monotonic stochastic process in Mathematica, both decreasing or increasing, starting from a given initial value. It should be discrete in time and continuous in space.
I want to generate something similar to this:
Any idea how can this be done using Mathematica?
Thank you in advance for any help!
Like this?
monoStochProc[init_, window_, n_] := NestList[RandomReal[{# window, #}] &, init, n] ListLogPlot[monoStochProc[10^11, 0.7, 59], Joined -> True, Mesh -> All, Filling -> Axis, Frame -> True]
Thank you for your answer!
Yes, that is what I wanted. It didn't come to mind
