Stochastic_ctrl_Assignment1

N <- 100 # number of end - points of the grid including T
T <- 1 # length of the interval [0 ,T] in time units
dt <- T/N # time increment
W <- numeric (N +1) # initialization of the vector W
t <- seq (0,T, length =N +1)
for (i in 2:( N +1))
  W[i] = W[i -1] + rnorm (1) * sqrt ( dt )
plot (t,W, type ="l", main =" Wiener process " , ylim =c( -1 ,1))