Save the code in MATLAB and get the results. The output graphs are also shown below-
clc
clear
close all;
N = 1; % Dimensions
F = @(t,X) zeros(N,1); % Drift
G = @(t,X) eye(N); % diffusion
S = sde(F,G,'startState',zeros(N,1)); % Start at the origin
X = S.simByEuler(10000,'ntrials',1,'Z',@(t,X) RandDir(N));
comet(1:numel(X),X);
plot(1:numel(X),X);
grid on;
(A) For N=2
Change the values of N=1 to N=2 in the above code.
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