Uncertain calculus with finite variation processes

DOI10.1007/S00500-014-1452-0zbMATH Open1379.60002OpenAlexW2068079234MaRDI QIDQ521722FDOQ521722

Authors: Xiaowei Chen 

Publication date: 12 April 2017

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-014-1452-0

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zbMATH Keywords

uncertain processfinite variation processesuncertain calculusuncertain integral

Mathematics Subject Classification ID

Fuzzy measure theory (28E10) Fuzzy probability (60A86)

Cites Work

• Foundations of Modern Probability
• Uncertainty theory
• Calcul stochastique et problèmes de martingales
• Uncertain models for single facility location problems on networks
• Stochastic integral
• Shortest path problem with uncertain arc lengths
• Uncertain calculus with renewal process
• Uncertain optimal control with application to a portfolio selection model
• On Square Integrable Martingales
• Existence and uniqueness theorem for uncertain differential equations
• Variation analysis of uncertain stationary independent increment processes
• Uncertain term structure model of interest rate
• Uncertain stock model with periodic dividends
• High-order fractional partial differential equation transform for molecular surface construction
• American option pricing formula for uncertain financial market
• A numerical method for solving uncertain differential equations

Cited In (14)

• New results of uncertain integrals and applications
• Stability of multi-dimensional uncertain differential equation
• Higher-order derivative of uncertain process and higher-order uncertain differential equation
• Partial derivatives of uncertain fields and uncertain partial differential equations
• Uncertainty distribution and independence of uncertain processes
• Variation analysis of uncertain stationary independent increment processes
• Two-factor term structure model with uncertain volatility risk
• Uncertain single-machine scheduling with deterioration and learning effect
• An uncertain two-echelon fixed charge transportation problem
• An axiomatic calculus of uncertainty
• Variation analysis of semi-canonical process
• Uncertain calculus with renewal process
• An environmental supply chain network under uncertainty
• Adams-Simpson method for solving uncertain differential equation

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