In this paper, we use the SDE Toolbox of Matlab Package by Umberto
Picchini (Umberto
Picchini, SDE Toolbox: Simulation and Estimation of Stochastic Differential Equations with
(1.) Siqueira FV, Facchini LA,
Picchini RX, Tomasi E, Thume E, Silveira DS, Vieira V, Hallal PC.
[11]
Picchini U.: Simulation and Estimation of Stochastic Differential Equations with MATLAB, http://sdetoolbox.sourceforge.net.