Adams method for solving uncertain differential equations
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Publication:670867
DOI10.1016/j.amc.2015.08.109zbMath1410.65012OpenAlexW1815010800MaRDI QIDQ670867
Xiangfeng Yang, Dan A. Ralescu
Publication date: 20 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.2015.08.109
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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- Almost sure stability for uncertain differential equation
- Stability in mean for uncertain differential equation
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- Some stability theorems of uncertain differential equation
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- Prospect Theory: An Analysis of Decision under Risk
- 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
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