The Study of the Wiener Processes Base on Haar Wavelet

Xuewen Xia
Additional contact information
Xuewen Xia: College of Science, Hunan Institute of Engineering, Xiangtan,411104, Hunan Normal University, Changsha, 410082, China

Scientific Review, 2016, vol. 2, issue 8, 90-99

Abstract: The stochastic system is very importment in many aspacts. Wiener processes is a sort of importment stochastic processes. Wiener square processes  is a class of useful stochastic processes in practies,its study is very value.In this paper,we study Wiener square processes using haar wavelet and wavelet transform.we study its some properties and wavelet expansion. Index Wiener Integral processes  is a class of useful stochastic processes in practies,its study is very value.In this paper,we study it using haar wavelet and wavelet transform on [0,t].we study its some properties and wavelet expansion.

Keywords: Wiener square processes; Wavelet; Haar; Expansion; Index Wiener Integral processes. (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.arpgweb.com/pdf-files/sr2(8)90-99.pdf (application/pdf)
http://www.arpgweb.com/?ic=journal&journal=10&month=08-2016&issue=8&volume=2 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arp:srarsr:2016:p:90-99

Access Statistics for this article

Scientific Review is currently edited by Dr. Abdelazim Mohamed Abdelhamid Negm

More articles in Scientific Review from Academic Research Publishing Group Rahim Yar Khan 64200, Punjab, Pakistan.
Bibliographic data for series maintained by Managing Editor ().