Stability in mean for uncertain differential equation with jumps

DOI10.1016/J.AMC.2018.09.068MaRDI QIDQ2008391zbMATH OpenOpenAlexWikidataFDO

Authors Rong Gao

Publication date 25 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2018.09.068

zbMATH Keywords

stability in meanuncertain differential equationuncertainty theory

Mathematics Subject Classification ID

Fuzzy measure theory (28E10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Almost sure stability for uncertain differential equation with jumps
• Stability in p-th moment for uncertain differential equation with jumps
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
• Stability in p-th moment for uncertain differential equation
• Uncertain differential equation with jumps

Cites work

• Almost sure stability for uncertain differential equation with jumps
• American option pricing formula for uncertain financial market
• Existence and uniqueness theorem for uncertain differential equations
• Law of large numbers for uncertain random variables with different chance distributions
• Milne method for solving uncertain differential equations
• On stochastic differential equations
• Order statistics of uncertain random variables with application to k-out-of-n system
• Some concepts and properties of uncertain fields
• Some stability theorems of uncertain differential equation
• The pricing of options and corporate liabilities
• Uncertain calculus with renewal process
• Uncertain differential equation with jumps
• Uncertain differential equations
• Uncertainty theory

Cited in

(10)

• Stability in mean for uncertain differential equation
• Stability in mean for multi-dimensional uncertain differential equation
• Interest-rate products pricing problems with uncertain jump processes
• Age-structured population model under uncertain environment
• An uncertain sustainable supply chain network
• Almost sure stability for uncertain differential equation with jumps
• \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
• Stability in p-th moment for uncertain differential equation with jumps
• Uncertain differential equation with jumps
• European spread option pricing with the floating interest rate for uncertain financial market

This page was built for publication: Stability in mean for uncertain differential equation with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2008391)