Kai Yao

Uncertain Differential Equations

• Gebundenes Buch

Produktbeschreibung

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.

Produktdetails

• Springer Uncertainty Research
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-662-52727-6
• 1st ed. 2016
• Seitenzahl: 172
• Erscheinungstermin: 6. September 2016
• Englisch
• Abmessung: 241mm x 160mm x 16mm
• Gewicht: 422g
• ISBN-13: 9783662527276
• ISBN-10: 3662527278
• Artikelnr.: 44903806

Inhaltsangabe

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.

Rezensionen

"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)