Uncertain differential equations
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stabilityexistenceuniquenessLiu processuncertain differential equationuncertain measureuncertain processYao-Chen formula
Stochastic calculus of variations and the Malliavin calculus (60H07) Reasoning under uncertainty in the context of artificial intelligence (68T37) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic models in economics (91B70) Fuzzy measure theory (28E10) Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cited in
(62)- Uncertain information and linear systems
- Improved Milne-Hamming method for resolving high-order uncertain differential equations
- Stability in distribution for uncertain delay differential equation
- Nonlinear impulsive problems for uncertain fractional differential equations
- Solving high-order uncertain differential equations via Adams-Simpson method
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation
- Two-person cooperative uncertain differential game with transferable payoffs
- Standard Liu process with non decreasing sample paths
- Valuing currency swap contracts in uncertain financial market
- Numerical method for solving uncertain spring vibration equation
- A Dufort-Frankel scheme for one-dimensional uncertain heat equation
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- Higher-order derivative of uncertain process and higher-order uncertain differential equation
- Linear quadratic zero-sum game for time-delayed uncertain stochastic systems
- Knock-in options of an uncertain stock model with floating interest rate
- Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
- A currency exchange rate model with jumps in uncertain environment
- Selection of uncertain differential equations using cross validation
- On some complements to Liu's theory
- Uncertain pharmacokinetic model based on uncertain differential equation
- Estimating time-varying parameters in uncertain differential equations
- Optimal control for uncertain random continuous-time systems
- Pharmacokinetic model based on multifactor uncertain differential equation
- Quadratic entropy of uncertain variables
- Age-structured population model under uncertain environment
- Interest-rate products pricing problems with uncertain jump processes
- Asian-barrier option pricing formulas of uncertain financial market
- Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
- Asymptotic stability in \(p\) th moment of uncertain dynamical systems with time-delays
- Perturbed uncertain differential equations and perturbed reflected canonical process
- A relation between moments of Liu process and Bernoulli numbers
- Parameter estimation of uncertain differential equation with application to financial market
- Moment estimation for parameters in high-order uncertain differential equations
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
- Sustainable multi-depot emergency facilities location-routing problem with uncertain information
- Qualitative analysis of set-valued differential equations
- Possibilistic modeling of dynamic uncertain processes
- An Introduction to Differential Algebraic Equations Under Interval Uncertainty: A First Step Toward Generalized Uncertainty DAEs
- Stability in mean for uncertain differential equation with jumps
- Stability in mean of multi-dimensional uncertain differential equation
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
- Uncertain population model
- Uncertain pursuit-evasion game
- The stability analysis for uncertain heat equations based on \(p\)-th moment
- Existence and uniqueness of solutions of uncertain linear systems
- Uncertain calculus with renewal process
- A stock model with jumps for Itô-Liu financial markets
- Generalized moment estimation for uncertain differential equations
- Adams predictor-corrector method for solving uncertain differential equation
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- Finite-time stability in mean for nabla uncertain fractional order linear difference systems
- A linear uncertain pharmacokinetic model driven by Liu process
- LQ optimal control of uncertain fractional differential systems
- Stability analysis of nonlinear uncertain fractional differential equations with Caputo derivative
- International investing in uncertain financial market
- Stability in mean for multi-dimensional uncertain differential equation
- Lookback option pricing problem of mean-reverting stock model in uncertain environment
- Uncertain spring vibration equation
- Hamming method for solving uncertain differential equations
- The Liouville formula for the uncertain homogeneous linear system and explicit solutions of the system
- Stable set of uncertain coalitional game with application to electricity suppliers problem
- Fuzzy arbitrary order system. Fuzzy fractional differential equations and applications
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