Research Article
Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation
Table 3
Mean, standard deviation, and confidence interval for numerical solution mean (
,
=
).
| | | | %95 confidence interval for mean | | Lower | Upper |
| | 0.05 | 1.9270 × 10−4 | 1.3065 × 10−4 | 1.1172 × 10−4 | 2.7368 × 10−4 | | 0.1 | 1.7260 × 10−4 | 1.6552 × 10−4 | 7.001 × 10−5 | 2.7519 × 10−4 | | 0.15 | 3.5330 × 10−4 | 2.1775 × 10−4 | 2.1834 × 10−5 | 4.8826 × 10−4 | | 0.2 | 2.8700 × 10−4 | 2.6380 × 10−4 | 1.2349 × 10−4 | 4.5051 × 10−4 |
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