Technical Forum • Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, I will come back with a detailed latex post and commented code later tonight. But very quickly for friends trying to play with the program, I have changed the order of variables and indexing and it is different in new output variable cnOptim that comes out of Newton optimization. Please let me explain here. In the expansion of nth power of Gaussian, if there are K correlated variables, the correlation coefficients are denoted as \[{(\,\rho_{1,m}\,Z_1\,+\,\rho_{2,m}\,Z_2\,+\,\ldots\,+\,\