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Help ! Matlab.
Now I am working on geometric Ornstein Uhlenbeck process which means that a variable y=e^x and x is an OU process: dx=alpha (m-x) dt+beta dW(t). I want to use matlab to get the evolution of density of variable y over time. Although I got some materials from this website http://www-math.bgsu.edu/~zirbel/sde/, I still cannot figure it out. Just wondering if anybody knows where I can download some that may suit my requirement or can help me work it out, I will be really thankful.