Haar Wavelet Method for Series Expansion of Fractional Wiener Integral
Introduction The stochastic calculus plays an important role in the study of stochastic integral equations and stochastic differential equations. The fractional Brownian motion has many applications in different branches of sciences such as economics, physics and biology. In many situations, the exa...
| Format: | Article |
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| Language: | fas |
| Published: |
Kharazmi University
2019-12-01
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| Series: | پژوهشهای ریاضی |
| Subjects: | |
| Online Access: | http://mmr.khu.ac.ir/article-1-2670-en.html |