Moment estimation in uncertain differential equations based on the Milstein scheme
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Publication:2073095
DOI10.1016/J.AMC.2021.126825OpenAlexW4200369519WikidataQ115361077 ScholiaQ115361077MaRDI QIDQ2073095FDOQ2073095
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
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Genetics and population dynamics (92Dxx) Stochastic analysis (60Hxx) General theory for ordinary differential equations (34Axx)
Cites Work
- Uncertainty theory
- Uncertain optimal control with application to a portfolio selection model
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- Existence and uniqueness theorem for uncertain differential equations
- Uncertainty theory
- Uncertain partial differential equation with application to heat conduction
- Uncertain population model
- Parameter estimation in uncertain differential equations
- Generalized moment estimation for uncertain differential equations
- A relation between moments of Liu process and Bernoulli numbers
- Parameter estimation of uncertain differential equation with application to financial market
- An uncertain differential equation for SIS epidemic model
- A linear uncertain pharmacokinetic model driven by Liu process
- Uncertain chemical reaction equation
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