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