The Only we need to do is question 3, the other two are the reference.

In class, we learned that E N(0,1) is a random variable with standard normal distribution. behind Wiener process and generalized Wiener process is also the engine and driving force Wiener Process: dz-E Vdt Generized Wiener Process: dxa dt + b - dz Suppose we start both z and x from zero Also suppose dt -1,a -2, b 100 I. Use R to simulate both z and x. each simulation runs for n = 100,000 steps ## Wiener Process Simulation in R dt