Uncertain differential equation with jumps

DOI10.1007/S00500-014-1392-8MaRDI QIDQ521645zbMATH OpenOpenAlexWikidataFDO

Authors 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

stabilityuncertain differential equationuncertain renewal processuncertainty theory

Mathematics Subject Classification ID

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

Recommendations

• Stability in mean for uncertain differential equation with jumps
• Stability in p-th moment for uncertain differential equation with jumps
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
• Almost sure stability for uncertain differential equation with jumps
• Exponential stability of uncertain differential equation

Cites work

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

Cited in

(22)

• A currency exchange rate model with jumps in uncertain environment
• Uncertain calculus with renewal process
• Stability in mean for uncertain differential equation with jumps
• Interest-rate products pricing problems with uncertain jump processes
• Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
• Solutions of linear uncertain fractional-order delay differential equations
• An interest-rate model with jumps for uncertain financial markets
• An uncertain sustainable supply chain network
• Uncertain pharmacokinetic model based on uncertain differential equation
• Valuing currency swap contracts in uncertain financial market
• Some results about uncertain differential equations with time-dependent delay
• A stock model with jumps for Itô-Liu financial markets
• Almost sure stability for uncertain differential equation with jumps
• Stability in p-th moment for uncertain differential equation with jumps
• Possibilistic modeling of dynamic uncertain processes
• Option pricing for an uncertain stock model with jumps
• Uncertain flexible flow shop scheduling problem subject to breakdowns
• Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps
• Nonparametric estimation of uncertain differential equations based on residuals
• Cubic spline estimation for non parametric uncertain differential equation
• Adaptive threshold estimation for uncertain differential equations with jumps
• Global well-posedness for the nonlinear damped wave equation with logarithmic type nonlinearity

This page was built for publication: Uncertain differential equation with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q521645)