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Uncertain Differential Equations

  • Book
  • © 2016

Overview

  • 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
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Uncertainty Research (SUR)

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Table of contents (10 chapters)

Keywords

About this book

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.

Reviews

“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)

Authors and Affiliations

  • School of Economics and Management, University of Chinese Academy of Sciences, School of Economics and Management, Beijing, China

    Kai Yao

Bibliographic Information

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