Uncertainty functional differential equations for finance

In this paper, we prove a local existence and uniqueness result for uncertain functional differential equation driven by canonical process.

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Bibliographische Detailangaben
Veröffentlicht in:	Surveys in mathematics and its applications 2010-09, Vol.5 (2010), p.275-284
1. Verfasser:	Iuliana Carmen Bărbăcioru
Format:	Artikel
Sprache:	eng
Schlagworte:	Canonical process Delay Fuzzy variable Local existence and uniqueness Random fuzzy expected value model Random fuzzy variable Uncertain functional differential equation Uncertainty space
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Beschreibung
Zusammenfassung:	In this paper, we prove a local existence and uniqueness result for uncertain functional differential equation driven by canonical process.
ISSN:	1843-7265 1842-6298