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UQLab Examples ➜ Stochastic Polynomial Chaos Expansions ➜ Brownian Motion

Related examples

Sampling strategies ➜

Learn how to specify a random vector and draw samples using various sampling strategies.

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Stochastic simulator ➜

Create, evaluate and sample a stochastic simulator in UQLab​

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GLaM Brownian Motion  ➜

Construct a generalized Lambda model to emulate the end time distribution of a Brownian motion model

SPCE Heston model ➜

Use stochastic polynomial chaos to emulate the stochastic Heston model

SPCE from a dataset  ➜

Create an SPCE stochastic emulator starting from a given dataset

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