Research Article
Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation
Table 6
Mean, standard deviation, and confidence interval for numerical solution mean (
,
=
).
| | | | %95 confidence interval for mean | | Lower | Upper |
| | 0.05 | 4.9780 × 10−4 | 2.0137 × 10−4 | 3.7299 × 10−4 | 6.2261 × 10−4 | | 0.1 | 6.9850 × 10−4 | 3.4267 × 10−4 | 4.8611 × 10−4 | 9.1089 × 10−4 | | 0.15 | 7.7470 × 10−4 | 5.1518 × 10−4 | 4.5537 × 10−4 | 1.0940 × 10−3 | | 0.2 | 1.2516 × 10−3 | 6.3210 × 10−4 | 8.5982 × 10−4 | 1.6434 × 10−3 |
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