[R] Lamperti trnasformation simulation.

[Simon Blomberg]

On 17/05/14 19:10, Xuse Chuse wrote:
> Dear users,
>
> I am trying to simulate a Lamperti transformation of a brownian motion:
> W(e_t). Could anyone give some clue how to do it? Thank you beforehand.
>
> Regards,
> C.
>
> 	[[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.
See package sde, and Stefano Iacus' excellent book.

Simon.

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