Moment estimation in uncertain differential equations based on the Milstein scheme

DOI10.1016/J.AMC.2021.126825MaRDI QIDQ2073095OpenAlexWikidataFDO

Authors Han Tang, Xiangfeng Yang

Publication date 27 January 2022

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

Full work available at URL https://doi.org/10.1016/j.amc.2021.126825

zbMATH Keywords

method of momentsMilstein schemeuncertainty theoryuncertain differential equation

Mathematics Subject Classification ID

Genetics and population dynamics (92Dxx) Stochastic analysis (60Hxx) General theory for ordinary differential equations (34Axx)

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Cites work

• scientific article; zbMATH DE number 1715058 (Why is no real title available?)
• A linear uncertain pharmacokinetic model driven by Liu process
• A relation between moments of Liu process and Bernoulli numbers
• An uncertain differential equation for SIS epidemic model
• Existence and uniqueness theorem for uncertain differential equations
• Generalized moment estimation for uncertain differential equations
• Parameter estimation in uncertain differential equations
• Parameter estimation of uncertain differential equation with application to financial market
• Uncertain chemical reaction equation
• Uncertain optimal control with application to a portfolio selection model
• Uncertain partial differential equation with application to heat conduction
• Uncertain population model
• Uncertainty theory
• Uncertainty theory

Cited in

(2)

• Doubly perturbed uncertain differential equations
• Moment estimation for parameters in high-order uncertain differential equations

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