Uncertain Differential Equations [electronic resource] / by Kai Yao.
By: Yao, Kai [author.].
Contributor(s): SpringerLink (Online service).
Material type: BookSeries: Springer Uncertainty Research: Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016Description: XIII, 158 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783662527290.Subject(s): Engineering | Mathematical statistics | Economics, Mathematical | Computational intelligence | Engineering | Computational Intelligence | Quantitative Finance | Probability and Statistics in Computer ScienceAdditional physical formats: Printed edition:: No titleDDC classification: 006.3 Online resources: Click here to access onlineIntroduction -- 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.
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, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
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