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RandomFunction

RandomFunction[proc,{tmin,tmax}] generates a pseudorandom function from the process proc from tmin to tmax.

RandomFunction[proc,{tmin,tmax,dt}] generates a pseudorandom function from tmin to tmax in steps of dt.

RandomFunction[proc,…,n] generates an ensemble of n pseudorandom functions.

Examples

Generate a Wiener process:

RandomFunction[WienerProcess[], {0, 10}]

Generate multiple paths:

RandomFunction[WienerProcess[], {0, 1, 0.01}, 5]

Please visit the official Wolfram Language Reference for more details.

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