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This paper, adopting the recursive multiple-priors utility, studies the optimal consumption and portfolio choice in a Merton-style model with anticipation when there is a difference between ambiguity and risk. The fundamental issue is what the effects of ambiguity and anticipation on the investor’s behavior are. In the case of a logarithmic felicity… (More)
This paper investigates a class of fuzzy differential delay equations driven by Liu's process with locally bounded coefficients. The fuzzy version of the well known LaSalle theorem is derived. For the proof of our main result, the concept of stopping times on the credibility space is introduced.
The canonical process is a Lipschitz continuous uncertain process with stationary and independent increments, and uncertain functional differential equations driven by the canonical process give a mathematical formulation for dynamic systems. This paper proves an existence and uniqueness theorem of solutions for uncertain functional differential equations… (More)