Uncertain calculus with renewal process
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Publication:1927268
DOI10.1007/s10700-012-9132-yzbMath1277.60144OpenAlexW2105563003MaRDI QIDQ1927268
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
renewal processuncertainty theoryuncertain differential equationuncertain calculusuncertain integral
Derivative securities (option pricing, hedging, etc.) (91G20) Renewal theory (60K05) Fuzzy probability (60A86)
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