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Wavelet Approximation of the Solutions of Some Stochastic Differential Equations Hannelore Lisei and Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. Kog˘alniceanu Nr. 1
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Document Date: 2007-10-08 12:21:16
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File Size: 143,25 KB
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City
Cluj-Napoca /
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Company
BT /
Volterra /
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Country
Romania /
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IndustryTerm
explicit solution /
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Organization
Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. /
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Person
Hannelore Lisei /
Anna So´os Babe /
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SocialTag
Fractional calculus
Fourier analysis
Multivariable calculus
Itō diffusion
Heat equation
Mathematical analysis
Calculus
Fractional Brownian motion