Continuity and variation analysis of fractional uncertain processes

DOI10.1016/j.chaos.2020.110250zbMath1495.60020OpenAlexW3091602780MaRDI QIDQ2123689

Yuhong Sheng, Kai Yao, Zhongfeng Qin

Publication date: 14 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110250

zbMATH Keywords

sample continuityvariationuncertain processfractional Liu process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Measures of information, entropy (94A17)

Related Items (3)

European option pricing problems with fractional uncertain processes ⋮ Fractional Liu uncertain differential equation and its application to finance ⋮ Uncertain green product supply chain with government intervention

Cites Work

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• On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• Wavelet analysis and synthesis of fractional Brownian motion
• A sufficient and necessary condition of uncertainty distribution
• Fractional Brownian Motions, Fractional Noises and Applications
• Uncertainty theory

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