Day 15 : Chi

Day 15 : Chi#

Bessel process $BES^{3}_{0}$, Simulated Paths $X_t, t \in [t_0, T]$, $X_T$
# Author: Dialid Santiago <d.santiago@outlook.com>
# License: MIT
# Description: Advent Calendar 2023

from aleatory.processes import BESProcess
bes = BESProcess(dim=3, initial=0)
mystyle = "https://raw.githubusercontent.com/quantgirluk/matplotlib-stylesheets/main/quant-pastel-light.mplstyle"

fig = bes.draw(n=100, N=200, style=mystyle, colormap="PRGn",
         orientation='horizontal', figsize=(12, 6))

# fig.savefig("15_Chi_Bonus")

Total running time of the script: (0 minutes 3.900 seconds)

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