Uncertain Differential Equations [recurso electrónico] / by Kai Yao.
Tipo de material: TextoSeries Springer Uncertainty ResearchEditor: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016Descripción: XIII, 158 p. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783662527290Tema(s): Engineering | Mathematical statistics | Economics, Mathematical | Computational intelligence | Engineering | Computational Intelligence | Quantitative Finance | Probability and Statistics in Computer ScienceFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 006.3 Clasificación LoC:Q342Recursos en línea: Libro electrónicoTipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
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Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | 1 | No para préstamo |
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.
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.