Malliavin calculus on Haskell
Example: plot 3 trajectories of Brownian motions on the interval [0, 1] with discretization n = 500
import Graphics.Plot
let endT = 1
let n = 500
let b1 = brownianMotion 1 n endT
let b2 = brownianMotion 2 n endT
let b3 = brownianMotion 3 n endT
mplot [linspace n (0, endT), b1, b2, b3]