2025 : 6 : 2

nasrin samadyar

Academic rank: Assistant Professor
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Education: PhD.
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Faculty: Basic and Applied Sciences
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Research

Title
Approximation of Wiener integrals via rationalized Haar functions
Type
Presentation
Keywords
Brownian motion process, Wiener integrals, Rationalized Haar functions.
Year
2021
Researchers nasrin samadyar

Abstract

In this paper, we present a suitable numerical technique to approximate the Wiener integrals which either their exact values are not available or finding their exact values are complicated. This suggested method is based on rationalized Haar functions which form a orthogonal basis for Hilbert space L 2 [0, 1]. Finally, we estimate some numerical examples to indicate the high accuracy and efficiency of the suggested technique.