Extreme values and integral of solution of uncertain differential equation
By Kai Yao. 2013
92 citations recorded by the source corpus.
Uncertain differential equation is a type of differential equation involving uncertain process. This paper will give uncertainty distributions of the extreme values, first hitting time, and integral of the solution of uncertain differential equation. Some solution methods are also documented in this paper.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b0d32a8a17eb6e9e7fe264c18e2829addd8fd6dd
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In Management Science and Operations Research
In Statistics and Probability
Citations in the corpus
- A type of uncertain differential equations with analytic solution (2013, methodology): “In addition, some numerical methods were designed to calculate the uncertainty distributions of the solution and the extreme values of the solution by Yao and Chen [26] and Yao [27].”