Uncertain calculus with finite variation processes
From MaRDI portal
Publication:521722
DOI10.1007/s00500-014-1452-0zbMath1379.60002OpenAlexW2068079234MaRDI QIDQ521722
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
Related Items
An environmental supply chain network under uncertainty, Stability of multi-dimensional uncertain differential equation, New results of uncertain integrals and applications, Adams-Simpson method for solving uncertain differential equation, 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
Cites Work
- Unnamed Item
- Uncertain models for single facility location problems on networks
- Calcul stochastique et problèmes de martingales
- Shortest path problem with uncertain arc lengths
- Existence and uniqueness theorem for uncertain differential equations
- Variation analysis of uncertain stationary independent increment processes
- Uncertain calculus with renewal process
- Uncertain term structure model of interest rate
- Uncertain stock model with periodic dividends
- High-order fractional partial differential equation transform for molecular surface construction
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- Foundations of Modern Probability
- A numerical method for solving uncertain differential equations
- On Square Integrable Martingales
- Stochastic integral
- Uncertainty theory