function y = ff( x )
%fluctuation function 
    y=zeros(2,1);
%    sigma=0.5;
    
%     y(1)=sigma;
%     y(2)=sigma;
    %simple additive
    
%     y(1)=sigma*x(1);
%     y(2)=sigma*x(2);
    %simple multiplicative
    
%     sigma=1;
%     y(1)=0*sigma+0*x(1);
%     if (x(2)>=0)
%         y(2)=sigma*sqrt(x(2));
%     else y(2)=0;
%     end
    %feller logistic
    
%     y(1)=0;
%     y(2)=1;
    %Brownian bridge
    
%       sigma=0.2;
%       y(1)=0;
%       y(2)=sigma*x(2);
    %Black-Scholes-Merton
    
%     y(1)=0;
%     y(2)=2*x(2)+1;
    %stoch. exp.
    
     y(1)=0;
     y(2)=0.635;y(2)=0.45; y(2)=1;y(2)=1*x(2);
    %bistable
   
end

