DocumentCode :
2228982
Title :
Statistics Properties of Geometric Brown Motion under Haar Wavelet
Author :
Ting Dai
Author_Institution :
Dept. of Math. & Phys., Hunan Inst. of Eng., Xiangtan, China
fYear :
2009
fDate :
26-28 Dec. 2009
Firstpage :
3854
Lastpage :
3856
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Science and Engineering (ICISE), 2009 1st International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-4909-5
Type :
conf
DOI :
10.1109/ICISE.2009.1090
Filename :
5455378
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2228982
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