Solving high-order uncertain differential equations via Adams-Simpson method
DOI10.1007/S40314-020-01408-ZzbMATH Open1476.65010OpenAlexW3202021910WikidataQ115373736 ScholiaQ115373736MaRDI QIDQ2052285FDOQ2052285
Authors: Yudong Hou, Lijun Wu, Yuhong Sheng 
Publication date: 25 November 2021
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-020-01408-z
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Cites Work
- On stochastic differential equations
- Prospect Theory: An Analysis of Decision under Risk
- Uncertainty theory
- Stochastic integral
- Uncertain optimal control with application to a portfolio selection model
- Uncertain differential equations
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints
- A new option pricing model for stocks in uncertainty markets
- Existence and uniqueness theorem for uncertain differential equations
- Uncertain stock model with periodic dividends
- A numerical method for solving uncertain differential equations
- Milne method for solving uncertain differential equations
- Adams method for solving uncertain differential equations
- A mean-reverting currency model in an uncertain environment
- Adams-Simpson method for solving uncertain differential equation
- A no-arbitrage theorem for uncertain stock model
- Stability of high-order uncertain differential equations
Cited In (5)
- Higher-order derivative of uncertain process and higher-order uncertain differential equation
- Adams predictor-corrector method for solving uncertain differential equation
- Adams-Simpson method for solving uncertain differential equation
- Adams method for solving uncertain differential equations
- Improved Milne-Hamming method for resolving high-order uncertain differential equations
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