Stochastic differential equations with imprecisely defined parameters in market analysis
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Publication:2318603
DOI10.1007/s00500-018-3396-2zbMath1418.91618OpenAlexW2884484995WikidataQ129465551 ScholiaQ129465551MaRDI QIDQ2318603
Tshilidzi Marwala, S. Chakraverty, Sukanta Nayak
Publication date: 15 August 2019
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3396-2
fuzzy arithmeticstochastic operational matrix (SOM)Itō integralfuzzy stochastic Volterra-Fredholm integral equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Stochastic integral equations (60H20)
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