Parameter estimation in uncertain differential equations
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Publication:2177753
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Cites work
- A numerical method for solving uncertain differential equations
- Adams method for solving uncertain differential equations
- Adams-Simpson method for solving uncertain differential equation
- American option pricing formula for uncertain financial market
- An uncertain differential equation for SIS epidemic model
- Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case
- Existence and uniqueness theorem for uncertain differential equations
- Hamming method for solving uncertain differential equations
- scientific article; zbMATH DE number 3459665 (Why is no real title available?)
- Milne method for solving uncertain differential equations
- Option pricing for an uncertain stock model with jumps
- Parameter estimation in stochastic differential equations.
- Some stability theorems of uncertain differential equation
- Uncertain optimal control
- Uncertain term structure model of interest rate
- Uncertainty theory
- Uncertainty theory
- Valuation of interest rate ceiling and floor in uncertain financial market
Cited in
(79)- Modeling of parameters of a system with uncertain initial data
- 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
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
- Parameter estimation of uncertain differential equation with application to financial market
- 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
- 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
- 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
- Generalized moment estimation for uncertain differential equations
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market
- Fractional Liu uncertain differential equation and its application to finance
- scientific article; zbMATH DE number 3960939 (Why is no real title available?)
- scientific article; zbMATH DE number 1269475 (Why is no real title available?)
- Parameter Estimation in the Presence of Bounded Data Uncertainties
- Parameter estimation in uncertain differential equations based on the solution
- Parameter estimation of fractional uncertain differential equations via Adams method
- 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
- 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
- Solution method and parameter estimation of uncertain partial differential equation with application to China's population
- Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility
- Nonparametric uncertain time series models: theory and application in brent crude oil spot price analysis
- Higher-order derivative of uncertain process and higher-order uncertain differential equation
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
- A modified uncertain maximum likelihood estimation with applications in uncertain statistics
- Doubly perturbed uncertain differential equations
- Maximum likelihood estimation for multi-factor uncertain differential equations
- Estimation of uncertainty distribution function by the principle of least squares
- Uncertain energy spot price model with application in dark-spread option price
- Convertible bond pricing under uncertain exponential Ornstein-Uhlenbeck model
- Parameter estimation for uncertain differential equation with jump
- Nonparametric estimation of uncertain differential equations based on residuals
- η -Stability of uncertain functional differential equations
- A study of American option pricing for uncertain currency models with exponential O-U process
- A non parametric estimation method using an orthogonal function system
- Higher-order partial derivatives of uncertain field with application to higher-order uncertain partial differential equation
- Moment estimation for uncertain regression model with application to factors analysis of grain yield
- A neural network-based method for pricing American options and assessing implied volatility under uncertainty
- Cubic spline estimation for non parametric uncertain differential equation
- Carbon option pricing based on uncertain fractional differential equation: a binomial tree approach
- Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations
- Non-confluence for uncertain differential equations
- Least squares estimation of uncertain partial differential equations
- Revised moment estimation for uncertain fractional differential equations with application to stock model
- Uncertain differential equations driven by fractional Liu process
- Multi-factor uncertain Fox equation
- Pricing problem of external barrier options in uncertain financial market
- Adaptive threshold estimation for uncertain differential equations with jumps
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