Research Article
Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation
Table 4
Mean, standard deviation, and confidence interval for numerical solution mean (
,
=
).
| | | | %95 confidence interval for mean | | Lower | Upper |
| | 0.05 | 4.1685 × 10−4 | 2.8249 × 10−4 | 2.9305 × 10−4 | 5.4065 × 10−4 | | 0.1 | 4.8485 × 10−4 | 3.1651 × 10−4 | 3.4613 × 10−4 | 6.2357 × 10−4 | | 0.15 | 5.7120 × 10−4 | 5.3911 × 10−4 | 3.3491 × 10−4 | 8.0749 × 10−4 | | 0.2 | 7.3150 × 10−4 | 5.4920 × 10−4 | 4.9081 × 10−4 | 9.7219 × 10−4 |
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