Parameter estimation in uncertain differential equations
From MaRDI portal
Publication:2177753
DOI10.1007/s10700-019-09310-yzbMath1437.60033OpenAlexW2972346427MaRDI QIDQ2177753
Publication date: 6 May 2020
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-019-09310-y
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Foundations of probability theory (60A99)
Related Items (44)
First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model ⋮ Knock-in options of an uncertain stock model with floating interest rate ⋮ European option pricing problems with fractional uncertain processes ⋮ Selection of uncertain differential equations using cross validation ⋮ Estimating time-varying parameters in uncertain differential equations ⋮ Uncertain hypothesis test with application to uncertain regression analysis ⋮ Parameter estimation in uncertain delay differential equations via the method of moments ⋮ Moment estimation for parameters in high-order uncertain differential equations ⋮ Parameter estimation of fractional uncertain differential equations via Adams method ⋮ Optimal harvesting strategy based on uncertain logistic population model ⋮ Pricing of equity swaps in uncertain financial market ⋮ Valuation of lookback option under uncertain volatility model ⋮ Uncertain seepage equation in fissured porous media ⋮ Generalized moment estimation for uncertain differential equations ⋮ Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market ⋮ Stability and Attractivity Analysis of Uncertain Switched Systems under Optimistic Value Criterion ⋮ THE IMPACT OF DELAY STRATEGIES ON THE DYNAMICS OF CORONAVIRUS PANDEMIC MODEL WITH NONLINEAR INCIDENCE RATE ⋮ New results of uncertain integrals and applications ⋮ Nonparametric estimation for uncertain differential equations ⋮ Bayesian rule in the framework of uncertainty theory ⋮ Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption ⋮ Fractional Liu uncertain differential equation and its application to finance ⋮ Improved Milne-Hamming method for resolving high-order uncertain differential equations ⋮ Parameter estimation for uncertain fractional differential equations ⋮ Uncertain energy model for electricity and gas futures with application in spark-spread option price ⋮ Reliability analysis of uncertain random systems based on uncertain differential equation ⋮ Uncertain Gordon-Schaefer model driven by Liu process ⋮ Uncertain hypothesis test for uncertain differential equations ⋮ Reliability analysis of the uncertain fractional‐order dynamic system with state constraint ⋮ Uncertain pharmacokinetic model based on uncertain differential equation ⋮ Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model ⋮ A linear uncertain pharmacokinetic model driven by Liu process ⋮ Uncertain chemical reaction equation ⋮ Stability analysis for uncertain differential equation by Lyapunov's second method ⋮ Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China ⋮ Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19 ⋮ Uncertain SEIAR model for COVID-19 cases in China ⋮ A relation between moments of Liu process and Bernoulli numbers ⋮ Two-person cooperative uncertain differential game with transferable payoffs ⋮ Moment estimation in uncertain differential equations based on the milstein scheme ⋮ Uncertain spring vibration equation ⋮ Residual analysis and parameter estimation of uncertain differential equations ⋮ Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region ⋮ Uncertain regression model with autoregressive time series errors
Cites Work
- Unnamed Item
- Unnamed Item
- Option pricing for an uncertain stock model with jumps
- Milne method for solving uncertain differential equations
- Adams method for solving uncertain differential equations
- Existence and uniqueness theorem for uncertain differential equations
- Adams-Simpson method for solving uncertain differential equation
- Hamming method for solving uncertain differential equations
- Uncertain optimal control
- Valuation of interest rate ceiling and floor in uncertain financial market
- Uncertain term structure model of interest rate
- Some stability theorems of uncertain differential equation
- Parameter estimation in stochastic differential equations.
- Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case
- An uncertain differential equation for SIS epidemic model
- A numerical method for solving uncertain differential equations
- Uncertainty theory
- Uncertainty theory
This page was built for publication: Parameter estimation in uncertain differential equations
