STOCHLABSTOCHASTIC SYSTEMS WORKBENCH
EXPERIMENTS / 09

Reflection principle

Select a crossing path. Reflect its tail about the barrier and inspect the construction.

LOADING ENGINE
EMPIRICAL · P(τₐ ≤ T)
REFLECTION PRINCIPLE
ABSOLUTE ERROR
MONTE CARLO SE
SAMPLE TRAJECTORIES
AWAITING ENGINE
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Initializing the simulation engine

C++20 → WebAssembly
selected path ensemble barrier reflectedCLICK A PATH TO INSPECT
terminal plot hit
MONTE CARLO / VALIDATION
QUANTITYEMPIRICALTHEORY
TERMINAL DISTRIBUTIONEMPIRICAL
METHOD

Loading WebAssembly… The crossing marker interpolates the displayed polyline; Monte Carlo maximum probabilities include unobserved bridge crossings.

EXPERIMENT LOG 0 runs
SPACE runR reseed: commandCOMPUTED LOCALLY · C++20 / WASM