Almost sure stability for uncertain differential equation with jumps (Q2403310): Difference between revisions

The authors introduce the almost sure stability for an uncertain differential equation with jumps, and present a sufficient condition for an uncertain differential equation with jumps being stable almost surely. An almost sure stable linear uncertain differential equation with jumps is also investigated.

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Mathematics Subject Classification ID

34A07

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uncertain differential equation

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stability

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almost sure stability

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uncertainty theory

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reviewed by

Rodica Luca Tudorache

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MaRDI profile type

MaRDI publication profile

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Wikidata QID

Q115387926

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full work available at URL

https://doi.org/10.1007/s00500-014-1521-4

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OpenAlex ID

W2147574344

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cites work

The Pricing of Options and Corporate Liabilities

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Q4999389

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Existence and uniqueness theorem for uncertain differential equations

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Uncertain term structure model of interest rate

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Uncertainty theory

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UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM

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Almost sure stability for uncertain differential equation

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A sufficient and necessary condition of uncertainty distribution

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Uncertain calculus with renewal process

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Some stability theorems of uncertain differential equation

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A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS

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Delayed renewal process with uncertain interarrival times

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Sitelinks

Mathematics(1 entry)

mardi Publication:2403310

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115387926
@@ Property / Wikidata QID: Q115387926 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00500-014-1521-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2147574344
@@ Property / OpenAlex ID: W2147574344 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4999389
@@ Property / cites work: Q4999389 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorem for uncertain differential equations
+Normal rank
@@ Property / cites work @@
+Uncertain term structure model of interest rate
@@ Property / cites work: Uncertain term structure model of interest rate / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM
+Normal rank
@@ Property / cites work @@
+Almost sure stability for uncertain differential equation
+Normal rank
@@ Property / cites work @@
+A sufficient and necessary condition of uncertainty distribution
+Normal rank
@@ Property / cites work @@
+Uncertain calculus with renewal process
@@ Property / cites work: Uncertain calculus with renewal process / rank @@
+Normal rank
@@ Property / cites work @@
+Some stability theorems of uncertain differential equation
+Normal rank
@@ Property / cites work @@
+A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS
@@ Property / cites work: A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Delayed renewal process with uncertain interarrival times
+Normal rank