Uncertain Differential Equations

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