Research Article
Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation
Table 2
Mean, standard deviation, and confidence interval for numerical solution mean (
,
=
).
| | | | %95 confidence interval for mean | | Lower | Upper |
| | 0.05 | 1.9830 × 10−4 | 1.3868 × 10−4 | 1.1235 × 10−4 | 2.8425 × 10−4 | | 0.1 | 1.8920 × 10−4 | 1.7302 × 10−4 | 8.196 × 10−5 | 2.9644 × 10−4 | | 0.15 | 3.7490 × 10−4 | 1.9789 × 10−4 | 2.5225 × 10−4 | 4.9755 × 10−4 | | 0.2 | 3.0940 × 10−4 | 2.8441 × 10−4 | 1.3312 × 10−4 | 4.8568 × 10−4 |
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