Uncertain calculus with renewal process

DOI10.1007/s10700-012-9132-yzbMath1277.60144OpenAlexW2105563003MaRDI QIDQ1927268

Kai Yao

Publication date: 31 December 2012

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-012-9132-y

zbMATH Keywords

renewal processuncertainty theoryuncertain differential equationuncertain calculusuncertain integral

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Renewal theory (60K05) Fuzzy probability (60A86)

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Existence and uniqueness theorem for uncertain differential equations
• Theory and practice of uncertain programming.
• On the convergence of uncertain sequences
• Mean-risk model for uncertain portfolio selection
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• ON LIU'S INFERENCE RULE FOR UNCERTAIN SYSTEMS
• A sufficient and necessary condition of uncertainty distribution
• SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
• Stochastic integral
• Uncertainty theory
• Unnamed Item
• Unnamed Item

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