• Guest, before posting your code please take these rules into consideration:
    • It is required to use our BBCode feature to display your code. While within the editor click < / > or >_ and place your code within the BB Code prompt. This helps others with finding a solution by making it easier to read and easier to copy.
    • Don't share a wall of code. All we want is the problem area, the code related to your issue.


    To learn more about how to use our BBCode feature, please click here.

    Thank you, Code Forum.

MatLab

Tima2222

New Coder
tc = inf{t >/ 0 int,0 gc(s) ds =ln u ,
Where u is an independent random variable with the uniform distribution on [0, 1]. To sample tc, we can adopt the following strategy. We first sample u from the uniform distribution on [0, 1], draw an initial condition gc(0) from p, and then simulate the sample path (gc(t))t0, keeping track of the integral Ðt 0 gc(s) ds. We take tc to be first time t when this integral hits the value (2lnu).
 

Top