Authors: Kai Yao
The first book available on uncertain differential equations
Covers uncertain differential equation with jumps
Covers multi-dimensional uncertain differential equation
Covers 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.
Table of contents
Front Matter
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
Back Matter