• 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.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2228982