MATLAB: Plotting e^{t + W(t)/2} by calling W(t) function file

brownianbrownian processcallbackmeanplottingstochastic process

I'm trying to plot/figure out why this file isn't working out the way I wanted it to. I have to plot e^{t + W(t)/2} and I'm calling W(t) from a previous file as seen from the brownianPath(T,n). It gives me an exponential curve, which I think isn't what is supposed to happen because when I try to find the mean and plot that, it gives me an error. Thank you.
function [U] = expBrownianPath(T,n)
 s = T/n;
 t = 0:s:T;
 U = zeros(1,n);
 W = zeros(1,n);
 for j = 2:n
    W(j) = brownianPath(T,n);
    U(j) = exp(j + (W(j)/2));
 end
 plot([0:s:T],[0 U], 'g-');
 end

Best Answer

      U(j) = exp(j + (W(j)/2));
should use
      U(j) = exp(t(j) + (W(j)/2));
and your plot should be plot(t, U)
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