Uncertain differential equations / / by Kai Yao

• Autore: Yao Kai
• Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016
• Edizione: 1st ed. 2016.
• Descrizione fisica: 1 online resource (166 p.)
• Disciplina: 620
• Soggetto topico: Computational intelligence; Economics, Mathematical; Mathematical statistics; Computational Intelligence; Quantitative Finance; Probability and Statistics in Computer Science
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: 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.
• Sommario/riassunto: 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.
• Titolo autorizzato: Uncertain Differential Equations
• ISBN: 3-662-52729-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910254241703321
• Lo trovi qui: Univ. Federico II
• Serie: Springer Uncertainty Research, . 2199-3807