SERIES EXPANSION OF WIENER INTEGRALS VIA BLOCK PULSE FUNCTIONS

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HASHEMI B.H.; KHODABIN M.

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Journal: JOURNAL OF NEW RESEARCHES IN MATHEMATICS Year:2017 | Volume:3 | Issue:9 Page(s): 25-31

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Information Journal Paper

Title

SERIES EXPANSION OF WIENER INTEGRALS VIA BLOCK PULSE FUNCTIONS

Author(s)

HASHEMI B.H. | KHODABIN M. | Issue Writer Certificate

Keywords

BROWNIAN MOTIONQ1

WIENER INTEGRALSQ1

BLOCK PULSE FUNCTIONSQ1

Abstract

In this paper, a suitable numerical method based on BLOCK PULSE FUNCTIONS is introduced to approximate the WIENER INTEGRALS which the exact solution of them is not exist or it may be so hard to find their exact solutions. Furthermore, the error analysis of this method is given. Some numerical examples are provided which show that the approximation method has a good degree of accuracy.The main advantage of this approximation method is its flexibility and simple applicability.

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APA: Copy

HASHEMI, B.H., & KHODABIN, M.. (2017). SERIES EXPANSION OF WIENER INTEGRALS VIA BLOCK PULSE FUNCTIONS. JOURNAL OF NEW RESEARCHES IN MATHEMATICS, 3(9), 25-31. SID. https://sid.ir/paper/257227/en

Vancouver: Copy

HASHEMI B.H., KHODABIN M.. SERIES EXPANSION OF WIENER INTEGRALS VIA BLOCK PULSE FUNCTIONS. JOURNAL OF NEW RESEARCHES IN MATHEMATICS[Internet]. 2017;3(9):25-31. Available from: https://sid.ir/paper/257227/en

IEEE: Copy

B.H. HASHEMI, and M. KHODABIN, “SERIES EXPANSION OF WIENER INTEGRALS VIA BLOCK PULSE FUNCTIONS,” JOURNAL OF NEW RESEARCHES IN MATHEMATICS, vol. 3, no. 9, pp. 25–31, 2017, [Online]. Available: https://sid.ir/paper/257227/en

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