some Brownian motions simulation functions

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Documentation for package ‘somebm’ version 0.1

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somebm-package Some functions to generate the time series of Brownian motions.
bm Generate a time series of Brownian motion.
fbm Generate a time series of fractional Brownian motion.
gbm Generate a time series of geometric Brownian motion.
somebm Some functions to generate the time series of Brownian motions.