Brownian motion trajectories.
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posted on 2022-06-27, 17:33 authored by Jair Andrade, Jim Duggan(A) 200 simulations from a transmission rate described in terms of Geometric Brownian Motion. We generate these simulations from DGP1’s Maximum Likelihood Estimate (MLE) using the Euler-Maruyama algorithm. The highlighted trend corresponds to the mean trajectory path. (B) 200 simulations from a transmission rate described in terms of the Cox-Ingersoll-Ross model. We generate these simulations from DGP2’s Maximum Likelihood Estimate (MLE) using the Euler-Maruyama algorithm. The highlighted trend corresponds to the mean trajectory path.
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