Uncertain differential equation with jumps
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Publication:521645
DOI10.1007/S00500-014-1392-8zbMATH Open1361.60048OpenAlexW2161052926WikidataQ115387930 ScholiaQ115387930MaRDI QIDQ521645FDOQ521645
Authors: Kai Yao 
Publication date: 11 April 2017
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-014-1392-8
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Cites Work
Cited In (19)
- Almost sure stability for uncertain differential equation with jumps
- Valuing currency swap contracts in uncertain financial market
- Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps
- Some results about uncertain differential equations with time-dependent delay
- A currency exchange rate model with jumps in uncertain environment
- Uncertain pharmacokinetic model based on uncertain differential equation
- Interest-rate products pricing problems with uncertain jump processes
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- Uncertain flexible flow shop scheduling problem subject to breakdowns
- Possibilistic modeling of dynamic uncertain processes
- An uncertain sustainable supply chain network
- Stability in mean for uncertain differential equation with jumps
- An interest-rate model with jumps for uncertain financial markets
- Global well-posedness for the nonlinear damped wave equation with logarithmic type nonlinearity
- Uncertain calculus with renewal process
- A stock model with jumps for Itô-Liu financial markets
- Stability in \(p\)-th moment for uncertain differential equation with jumps
- Solutions of linear uncertain fractional-order delay differential equations
- Option pricing for an uncertain stock model with jumps
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