Parameter estimation for uncertain fractional differential equations

DOI10.1007/S10700-022-09385-0MaRDI QIDQ6102834zbMATH OpenOpenAlexWikidataFDO

Authors Liu He, Yuanguo Zhu, Ziqiang Lu

Publication date 23 June 2023

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

Full work available at URL https://doi.org/10.1007/s10700-022-09385-0

zbMATH Keywords

Liu processmethod of momentsparameter estimationuncertain fractional differential equationsuncertain hypothesis testuncertainty distribution

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Parametric hypothesis testing (62F03) Inference from stochastic processes (62M99)

Cites work

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Cited in

(13)

• A novel approach to approximate fractional derivative with uncertain conditions
• Parameter estimation of linear fractional-order system from Laplace domain data
• Parameter estimation for the fractional Schrödinger equation using Bayesian method
• Nonparametric estimation for uncertain differential equations
• Valuation of convertible bond based on uncertain fractional differential equation
• LQ optimal control of uncertain fractional differential systems
• Representation formulas for solutions of linear uncertain fractional differential equations and optimal control
• Belief reliability analysis and maintenance modeling of uncertain random fractional systems
• Carbon option pricing based on uncertain fractional differential equation: a binomial tree approach
• Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations
• Revised moment estimation for uncertain fractional differential equations with application to stock model
• Optimal control method for uncertain fractional switched systems and application to glucose-insulin regulatory
• LQ optimal control of multi-dimensional uncertain fractional differential equations

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