clear all
close all
N=100;
M=3;
T=6;
dt=T/N;
clear x
x=zeros(M,N);
x(:,1)=1*ones(M,1);
sigma=3;

% 3 trajektorie
for i=2:N
  x(:,i)=x(:,i-1) +  sigma*sqrt(dt)*x(:,i-1).*normrnd (0,1,M,1);
end
plot((1:N)*dt,x,'r-')