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randn!
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| function W!(y, t) | |
| n = length(y) | |
| dt = t/n | |
| y[1] .= 0.0 | |
| for i in 2:n-1 | |
| y[i] .= y[i-1] + sqrt(dt)*randn!(y[i]) | |
| end | |
| y | |
| end |
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