Uncertain differential equation with jumps

DOI10.1007/s00500-014-1392-8zbMath1361.60048OpenAlexW2161052926WikidataQ115387930 ScholiaQ115387930MaRDI QIDQ521645

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

zbMATH Keywords

stabilityuncertainty theoryuncertain differential equationuncertain renewal process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Renewal theory (60K05)

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Cites Work

• Uncertain term structure model of interest rate
• Some stability theorems of uncertain differential equation
• Delayed renewal process with uncertain interarrival times
• A numerical method for solving uncertain differential equations

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