p0 = 10^(-8);<?xml:namespace prefix="o" ns="urn:schemas-microsoft-com:office:office"></?xml:namespace>
c0 = 0.025;
e = 0.02;
rol = 0.5;
N = 10;
delt = 1/N;
t = linspace(0,1,N);
p = zeros(1,N);
p(1) = p0;
for i=2:N
p(i)=p(i-1)+delt*(c0*p(i-1)*(1-p(i-1))-e*p(i-1)) +(rol*p(i-1)*(1-p(i-1)))*(1/sqrt(2*pi))+ ...
1/2*(rol*p(i-1)*(1-p(i-1)))^2*(1/(2*pi)-delt);
end
plot(t,p,'r');
xlabel('t');
ylabel('p(t)');
grid on
