The using of Haar wavelets for the expansion of fractional stochastic integrals
نویسنده
چکیده مقاله:
Abstract: In this paper, an efficient method based on Haar wavelets is proposed for solving fractional stochastic integrals with Hurst parameter. Properties of Haar wavelets are described. Also, the error analysis of the proposed method is investigated. Some numerical examples are provided to illustrate the computational efficiency and accuracy of the method.
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عنوان ژورنال
دوره 5 شماره 2
صفحات 0- 0
تاریخ انتشار 2020-02
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