Hello.

In my code, I can't get a result when parameter H is less than 0.23. Parameter H can be between 0 and 1 but when I put it less than 0.23, It can't work correctly. For example, q_5 in code can't be computed.

Subscript[q, 5] = 
 NIntegrate[(f0[s])^2*(f0[u])^2, {s, 0, T}, {u, 0, s}] + 
  NIntegrate[(f0[s])^2*(Subscript[\[Lambda], 2][s, u])^2, {s, 0, 
    T}, {u, 0, s}] + 
  2*\[Rho]*
   NIntegrate[
    f0[s]*f0[s]*Subscript[\[Lambda], 2][s, u] f0[u], {s, 0, T}, {u, 0,
      s}]

and one problem is computing the below integral in q_5:

NIntegrate[(f0[s])^2*(Subscript[\[Lambda], 2][s, u])^2, {s, 0, T}, {u,
   0, s}]

How can solve this problem? Based on the article I should put H=0.13 and do my computations.

Thanks for your help.

Attachments:

code.nb