Title :
Statistics Properties of Geometric Brown Motion under Haar Wavelet
Author_Institution :
Dept. of Math. & Phys., Hunan Inst. of Eng., Xiangtan, China
Abstract :
This paper studies geometric brown motion: x(t) = eB(t). Its relative properties, stationary properties under the Haar wavelet, and density obtain.
Keywords :
Brownian motion; Haar transforms; geometry; stochastic processes; wavelet transforms; Haar wavelet; density; geometric Brown motion; state-space stochastic process; statistics properties; Continuous wavelet transforms; Information science; Mathematics; Physics; Solid modeling; Statistics; Stochastic processes; Wavelet transforms;
Conference_Titel :
Information Science and Engineering (ICISE), 2009 1st International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-4909-5
DOI :
10.1109/ICISE.2009.1090