Stochastic Data Analysis Tool

Stochastic Data Analysis Tool

Simulate and analyze random processes like Brownian motion, random walks, and probability distributions.

1. Simulation Settings

Process Type: Random Walk Brownian Motion Geometric Brownian Motion

Time Steps (n):

Simulations (k):

Drift (μ):

Volatility (σ):

2. Analysis Results

Final Value Stats:

Mean:

Standard Deviation:

Probability of Positive Return:

Final Value Distribution