Existence and Uniqueness Theorem on Uncertain Dierential Equations with Local Lipschitz Condition

By Yuan Gao. 2012

68 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e31e10f86e4c7cea76ab08cf18fc40c8de7abbaa

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Baoding Liu
2. Kai Yao
3. Xiaowei Chen
4. Jin Peng
5. Yuanguo Zhu
6. Xiangfeng Yang
7. Yongchao Hou
8. Zixiong Peng

Citations in the corpus

• Toward uncertain finance theory (2013, methodology): “Chen and Gao [14] assumed that the interest rate Xt follows an uncertain differential equation, dXt = (m − aXt)dt + σdCt (74) wherem, a, and σ are positive numbers, and Ct is a canonical process.”