Some stability theorems of uncertain differential equation

@article{Yao2013SomeST,
  title={Some stability theorems of uncertain differential equation},
  author={Kai Yao and Jinwu Gao and Yuan Gao},
  journal={FO & DM},
  year={2013},
  volume={12},
  pages={3-13}
}
Canonical process is a type of uncertain process with stationary and independent increments which are normal uncertain variables, and uncertain differential equation is a type of differential equation driven by canonical process. This paper will give a theorem on the Lipschitz continuity of canonical process based on which this paper will also provide a sufficient condition for an uncertain differential equation being stable. 

From This Paper

Topics from this paper.
38 Citations
14 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 38 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 14 references

The pricing of options and corporate liabilities

  • F. Black, M. Scholes
  • Journal of Political
  • 1973
Highly Influential
8 Excerpts

Similar Papers

Loading similar papers…