# Simulation of stochastic processes in matlab

The following Matlab project contains the source code and Matlab examples used for simulation of stochastic processes. Routines for simulating paths of stochastic processes: random walk, Poisson process, Brownian motion and their multidimensional versions, as well as birth-and-death processes, branching and reproduction models. See http://www.math.uu.se/research/telecom/software/

# (revision) vpa peak amplitudes of non stochastic physiological signal in matlab

The following Matlab project contains the source code and Matlab examples used for (revision) vpa peak amplitudes of non stochastic physiological signal. The algorithm calculates the amplitude of each peak in vag pulse amplitude (VPA) using mean-cross method and bins according to user-requested bin time length.

# Fixed grid and stochastic grid monte carlo sampling in matlab

The following Matlab project contains the source code and Matlab examples used for fixed grid and stochastic grid monte carlo sampling. Illustrates results and algorithms of Chapter 7 of the Wiley Finance series book Financial Modelling by Joerg Kienitz and Daniel Wetterau. We cover the sampling from Jump-Diffusion models namely Fixed Grid simulation and Stochastic Grid simulation.

# Stochastic resonance in the duffing oscillator with matlab

The following Matlab project contains the source code and Matlab examples used for stochastic resonance in the duffing oscillator with matlab. Numerically solve the driven, damped, duffing oscillator with noise.

# Model based value iteration algorithm for stochastic cleaning robot in matlab

The following Matlab project contains the source code and Matlab examples used for model based value iteration algorithm for stochastic cleaning robot. Model-based value iteration Algorithm for Stochastic Cleaning Robot.

# Stochastic dynamic programming for water reservoir in matlab

The following Matlab project contains the source code and Matlab examples used for stochastic dynamic programming for water reservoir. Stochastic Dynamic Programming is an optimization technique for decision making under uncertainty. In this program, the technique was applied for water reservoir management to decide amount of water release from a water reservoir.

# Stochastic search and optimization in matlab

The following Matlab project contains the source code and Matlab examples used for stochastic search and optimization. Introduction to Stochastic Search and Optimization is an overview of the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science.