Variation analysis of uncertain stationary independent increment processes

DOI10.1016/J.EJOR.2012.05.010MaRDI QIDQ1926939zbMATH OpenOpenAlexFDO

Authors Xiaowei Chen

Publication date 29 December 2012

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2012.05.010

zbMATH Keywords

stationary independent increment processuncertain processuncertainty theoryvariation analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

• Variation analysis of semi-canonical process
• Uncertain calculus with finite variation processes
• Continuity and variation analysis of fractional uncertain processes
• scientific article; zbMATH DE number 4147207
• Uncertainty distribution and independence of uncertain processes

Cites work

• American option pricing formula for uncertain financial market
• Existence and uniqueness theorem for uncertain differential equations
• Foundations of Modern Probability
• scientific article; zbMATH DE number 3789618 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3097479 (Why is no real title available?)
• Mean-risk model for uncertain portfolio selection
• On the convergence of uncertain sequences
• Some discussions on uncertain measure
• SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
• Uncertain optimal control with application to a portfolio selection model
• Uncertainty theory
• Variation analysis of semi-canonical process

Cited in

(9)

• An emergency logistics distribution routing model for unexpected events
• Uncertainty distribution and independence of uncertain processes
• Stability in mean for multi-dimensional uncertain differential equation
• Continuity and variation analysis of fractional uncertain processes
• A new uncertain insurance model with variational lower limit
• -path stability analysis for uncertain differential equations
• Shift-Variance Analysis of Generalized Sampling Processes
• Uncertain calculus with finite variation processes
• Variation analysis of semi-canonical process

This page was built for publication: Variation analysis of uncertain stationary independent increment processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1926939)