Define the Haar's wavelets function (psi(t)) and verify that for every (t), [si(t)= begin{cases}1, & 0 leq
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Define the Haar's wavelets function \(\psi(t)\) and verify that for every \(t\),
\[si(t)= \begin{cases}1, & 0 \leq t<\frac{1}{2} \\ -1, & \frac{1}{2} \leq t<1 \\ 0, & \text { if otherwise }\end{cases}\]
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Related Book For
Quantitative Finance
ISBN: 9781118629956
1st Edition
Authors: Maria Cristina Mariani, Ionut Florescu
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