Uncertain Differential Equations
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore,...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2016, 2016
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| Edition: | 1st ed. 2016 |
| Series: | Springer Uncertainty Research
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- Uncertain Variable
- Uncertain Process
- Contour Process
- Uncertain Calculus
- Uncertain Differential Equation
- Uncertain Calculus with Renewal Process
- Uncertain Differential Equation with Jumps
- Multi-Dimensional Uncertain Differential Equation
- High-Order Uncertain Differential Equation