Uncertain differential equations

DOI10.1007/978-3-662-52729-0zbMath1378.60009OpenAlexW2515877265MaRDI QIDQ318838

Kai Yao

Publication date: 5 October 2016

Published in: Springer Uncertainty Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-52729-0

zbMATH Keywords

stabilityexistenceuniquenessLiu processuncertain differential equationuncertain measureuncertain processYao-Chen formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Reasoning under uncertainty in the context of artificial intelligence (68T37) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30) Fuzzy measure theory (28E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02)

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