<<d:\opcie\diffuse.m

(*vytvorenie objektu Wienerov proced*)

WeinerProcessMake[w]
DiffusionPrint[w]

sim1=DiffusionSimulate[w,100,0.01]

ListPlot[sim1,Joined->True,PlotRange->All]

sim2=DiffusionSimulate[w,1000,0.01];
ListPlot[sim2,Joined->True,PlotRange->All]

PocetPokusov=5;
T=2;
PocetKrokov=200;
Krok=T/PocetKrokov;

Do[sim[i]=DiffusionSimulate[w,PocetKrokov,Krok];
graf[i]=ListPlot[sim[i],Joined->True,PlotRange->All,PlotStyle->Hue[i/PocetPokusov]],{i,1,PocetPokusov}]

Show[Table[graf[i],{i,1,PocetPokusov}]]

mi=0.1;
sigma=0.04;
s0=100;
Clear[s];
grafdet=Plot[s0*Exp[mi*t],{t,0,10},PlotRange->All]

DiffusionMake[s,w,mi*s,sigma*s,s0]
DiffusionPrint[s]

simulacia=DiffusionSimulate[s,100,0.1];
grafdifuzie=ListPlot[simulacia,Joined->True,PlotRange->All]

Show[grafdet,grafdifuzie]

mi=0.1;
sigma=0.3;
s0=100;
Clear[s];
grafdet=Plot[s0*Exp[mi*t],{t,0,10},PlotRange->All];
DiffusionMake[s,w,mi*s,sigma*s,s0]
DiffusionPrint[s]
simulacia=DiffusionSimulate[s,100,0.1];
grafdifuzie=ListPlot[simulacia,Joined->True,PlotRange->All];
Show[grafdet,grafdifuzie]

R=0.1;
H0=100;
m=1;
n=10;
H0*(1+R/m)^(m*n)
H0 Exp[R n]

R=0.1;
H0=100;
m=12;
n=10;
H0*(1+R/m)^(m*n)
H0 Exp[R n]

R=0.1;
H0=100;
m=365;
n=10;
H0*(1+R/m)^(m*n)
H0 Exp[R n]

R=0.1;
H0=100;
m=365*24;
n=10;
H0*(1+R/m)^(m*n)
H0 Exp[R n]