Uncertain Differential Equations

AvKai Yao

Häftad, Engelska, 2018

Del i serien Springer Uncertainty Research

536 kr

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Beskrivning

This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors.

Produktinformation

Utgivningsdatum:2018-06-12
Mått:155 x 235 x 10 mm
Vikt:271 g
Format:Häftad
Språk:Engelska
Serie:Springer Uncertainty Research
Antal sidor:158
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783662570753

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Recensioner i media

“The book under review is the first textbook on this topic. … The book is well organized and endowed with many illustrative examples. It is suitable for mathematicians interested in the finance theory.” (Andrzej Nowak, zbMATH 1378.60009, 2018)

Innehållsförteckning

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.