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Milne method for solving uncertain differential equations
DOI:10.1016/j.amc.2015.11.043.png)
摘要
En 中文
Uncertain differential equation is a type of differential equation driven by Liu process and has been widely applied to many fields especially to uncertain finance. Unfortunately, the analytic solutions of uncertain differential equations cannot always be obtained. So far, some numerical methods have been investigated. This paper designs a new numerical algorithm for solving uncertain differential equations via Milne method. (C) 2015 Elsevier Inc. All rights reserved.
Keyword:
Uncertain differential equation
Milne method
Uncertainty theory
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期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W

