Milne method for solving uncertain differential equations
From MaRDI portal
Publication:668887
DOI10.1016/j.amc.2015.11.043zbMath1410.60053OpenAlexW2190310860MaRDI QIDQ668887
Publication date: 19 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.11.043
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Related Items (27)
Parameter estimation of uncertain differential equation with application to financial market ⋮ Knock-in options of an uncertain stock model with floating interest rate ⋮ Quasi-closed-form solution and numerical method for currency option with uncertain volatility model ⋮ Parameter estimation in uncertain differential equations ⋮ Improved Milne-Hamming method for resolving high-order uncertain differential equations ⋮ Asymptotic stability in \(p\) th moment of uncertain dynamical systems with time-delays ⋮ Uncertain wave equation with infinite half-boundary ⋮ Hamming method for solving uncertain differential equations ⋮ Adams predictor-corrector method for solving uncertain differential equation ⋮ A Dufort-Frankel scheme for one-dimensional uncertain heat equation ⋮ Numerical approach for solution to an uncertain fractional differential equation ⋮ Stability in mean for uncertain differential equation with jumps ⋮ Stability of solution for uncertain wave equation ⋮ Order statistics of uncertain random variables with application to \(k\)-out-of-\(n\) system ⋮ Stable set of uncertain coalitional game with application to electricity suppliers problem ⋮ Uncertain programming models for fixed charge multi-item solid transportation problem ⋮ Pricing of European currency options with uncertain exchange rate and stochastic interest rates ⋮ A new stability analysis of uncertain delay differential equations ⋮ Solving high-order uncertain differential equations via Adams-Simpson method ⋮ Uncertain SEIAR model for COVID-19 cases in China ⋮ Option pricing formulas based on uncertain fractional differential equation ⋮ Solving uncertain heat equation via numerical method ⋮ Valuation of stock loan under uncertain stock model with floating interest rate ⋮ An uncertain two-echelon fixed charge transportation problem ⋮ Numerical method for solving uncertain spring vibration equation ⋮ Residual analysis and parameter estimation of uncertain differential equations ⋮ Age-structured population model under uncertain environment
Cites Work
- Existence and uniqueness theorem for uncertain differential equations
- Uncertainty distribution and independence of uncertain processes
- Stability in mean for uncertain differential equation
- Theory and practice of uncertain programming.
- Some stability theorems of uncertain differential equation
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- A numerical method for solving uncertain differential equations
- Stability in p-th moment for uncertain differential equation
- A sufficient and necessary condition of uncertainty distribution
- Uncertainty theory
- Uncertainty theory
This page was built for publication: Milne method for solving uncertain differential equations
