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.

Bibliographic Details
Main Author: Iuliana Carmen Bărbăcioru
Format: Article
Language:English
Published: University Constantin Brancusi of Targu-Jiu 2010-09-01
Series:Surveys in Mathematics and its Applications
Subjects:
Online Access:http://www.utgjiu.ro/math/sma/v05/p20.pdf