Uncertainty functional differential equations for finance

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:	Local existence and uniqueness Uncertain functional differential equation Canonical process Delay Uncertainty space Fuzzy variable Random fuzzy variable Random fuzzy expected value model
Online Access:	http://www.utgjiu.ro/math/sma/v05/p20.pdf

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