A numerical method for solving uncertain differential equations
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(only showing first 100 items - show all)- A currency exchange rate model with jumps in uncertain environment
- An uncertain currency model with floating interest rates
- Uncertain zero-one law and convergence of uncertain sequence
- Adams-Simpson method for solving uncertain differential equation
- Valuation of power option for uncertain financial market
- Uncertain wave equation with infinite half-boundary
- Hamming method for solving uncertain differential equations
- Uncertainty distribution and independence of uncertain processes
- Almost sure stability for uncertain differential equation
- A no-arbitrage theorem for uncertain stock model
- Stability in mean for uncertain differential equation
- Uncertain contour process and its application in stock model with floating interest rate
- Multi-dimensional uncertain differential equation: existence and uniqueness of solution
- Valuation of interest rate ceiling and floor in uncertain financial market
- Mean-reverting stock model with floating interest rate in uncertain environment
- Uncertain partial differential equation with application to heat conduction
- Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
- Valuation of European option under uncertain volatility model
- International investing in uncertain financial market
- Asian option pricing problems of uncertain mean-reverting stock model
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
- Valuation of stock loan under uncertain environment
- Stability analysis of uncertain singular systems
- Stability in mean for multi-dimensional uncertain differential equation
- Uncertain programming models for fixed charge multi-item solid transportation problem
- Two-factor term structure model with uncertain volatility risk
- Adams predictor-corrector method for solving uncertain differential equation
- Reliability analysis for devices subject to competing failure processes based on chance theory
- Barrier option pricing of mean-reverting stock model in uncertain environment
- A Dufort-Frankel scheme for one-dimensional uncertain heat equation
- Stability in distribution for uncertain delay differential equation
- Numerical approach for solution to an uncertain fractional differential equation
- Stability of solution for uncertain wave equation
- Bang-bang control model for uncertain switched systems
- Uncertain strike lookback options pricing with floating interest rate
- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Solving high-order uncertain differential equations via Adams-Simpson method
- Barrier option pricing formulas of an uncertain stock model
- Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
- Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19
- Uncertain SEIAR model for COVID-19 cases in China
- Option pricing formulas based on uncertain fractional differential equation
- Uncertain spring vibration equation
- Residual analysis and parameter estimation of uncertain differential equations
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model
- European barrier option pricing formulas of uncertain currency model
- Asian rainbow option pricing formulas of uncertain stock model
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
- Age-structured population model under uncertain environment
- Lookback option pricing problem of uncertain mean-reverting currency model
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
- American barrier option pricing formulas for currency model in uncertain environment
- Parameter estimation of uncertain differential equation with application to financial market
- Knock-in options of an uncertain stock model with floating interest rate
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
- On Parisian option pricing for uncertain currency model
- New stability theorems of uncertain differential equations with time-dependent delay
- On Caputo-Hadamard uncertain fractional differential equations
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- Selection of uncertain differential equations using cross validation
- Estimating time-varying parameters in uncertain differential equations
- European option pricing under multifactor uncertain volatility model
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- Solutions of linear uncertain fractional-order delay differential equations
- Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends
- Moment estimation for parameters in high-order uncertain differential equations
- Equity warrants pricing problem of mean-reverting model in uncertain environment
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- An uncertain SIR rumor spreading model
- Bermudan options pricing formulas in uncertain financial markets
- Optimal harvesting strategy based on uncertain logistic population model
- Pricing of equity swaps in uncertain financial market
- Valuation of lookback option under uncertain volatility model
- Uncertain seepage equation in fissured porous media
- Stability analysis for uncertain nonlinear switched systems with infinite-time domain
- Parameter estimation in uncertain differential equations
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate
- Asian-barrier option pricing formulas of uncertain financial market
- Numerical methods for first order uncertain stochastic differential equations
- Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
- Uncertain pharmacokinetic model based on uncertain differential equation
- Solutions of linear uncertain fractional order neutral differential equations
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- A linear uncertain pharmacokinetic model driven by Liu process
- Uncertain chemical reaction equation
- Valuing currency swap contracts in uncertain financial market
- European option pricing model based on uncertain fractional differential equation
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- A new stability analysis of uncertain delay differential equations
- Analysis of uncertain SIS epidemic model with nonlinear incidence and demography
- Solving uncertain heat equation via numerical method
- A stock model with jumps for Itô-Liu financial markets
- Lookback options pricing for uncertain financial market
- \(S_{\lambda }(\mathcal{I})\)-convergence of complex uncertain sequence
- Numerical method for solving uncertain spring vibration equation
- Exponential stability of uncertain differential equation
- A mean-reverting currency model in an uncertain environment
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