nach oben

Soft Computing

Erschienen in:

18.11.2014 | Methodologies and Application

Almost sure stability for uncertain differential equation with jumps

verfasst von: Xiaoyu Ji, Hua Ke

Erschienen in: Soft Computing | Ausgabe 2/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config

KI-gestützte Suche

Aus

Abstract

Uncertain differential equation with jumps, as a crucial tool to deal with a discontinuous uncertain system, is a type of differential equation driven by both canonical Liu process and uncertain renewal process. So far, a concept of stability in measure for an uncertain differential equation with jumps has been proposed. As a supplement, this paper proposes a concept of almost sure stability for an uncertain differential equation with jumps. A sufficient condition is derived for an uncertain differential equation with jumps being stable almost surely. As a corollary, a sufficient condition is also given for a linear uncertain differential equation with jumps being stable almost surely.

Vorheriger Artikel The raven roosting optimisation algorithm

Nächster Artikel Hybrid immune algorithm based on greedy algorithm and delete-cross operator for solving TSP

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

über 102.000 Bücher
über 537 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Finance + Banking
Management + Führung
Marketing + Vertrieb
Maschinenbau + Werkstoffe
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 340 Zeitschriften

aus folgenden Fachgebieten:

Bauwesen + Immobilien
Business IT + Informatik
Finance + Banking
Management + Führung
Marketing + Vertrieb
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 390 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Maschinenbau + Werkstoffe

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637–654MATHCrossRef

Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37

Chen X, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Mak 9(1):69–81MATHMathSciNetCrossRef

Chen X, Gao J (2013) Uncertain term structure model of interest rate. Soft Comput 17(4):597–604MATHMathSciNetCrossRef

Jiao D, Yao K (2014) An interest rate model in uncertain environment. Soft Comput. doi:10.1007/s00500-014-1301-1

Kalman RE, Bucy RS (1961) New results in linear filtering and prediction theory. J Basic Eng 83:95–108MathSciNetCrossRef

Liu B (2007) Uncertainty theory, 2nd edn. Springer-Verlag, BerlinMATH

Liu B (2008) Fuzzy process, hybrid process and uncertain process. J Uncertain Syst 2(1):3–16

Liu B (2009) Some research problems in uncertainty theory. J Uncertain Syst 3(1):3–10

Liu B (2010) Uncertainty theory: a branch of mathematics for modeling human uncertainty. Springer-Verlag, BerlinCrossRef

Liu B (2013) Toward uncertain finance theory. J Uncertain Anal Appl 1(article 1)

Liu B, Yao K (2012) Uncertain integral with respect to multiple canonical processes. J Uncertain Syst 6(4):250–255

Liu HJ, Ke H, Fei WY (2014a) Almost sure stability for uncertain differential equation. Fuzzy Optim Decis Mak 13(4):463–473

Liu YH, Chen X, Ralescu DA (2014b) Uncertain currency model and currency option pricing. Int J Intell Syst (accepted)

Peng ZX, Iwamura K (2010) A sufficient and necessary condition of uncertainty distribution. J Interdiscipl Math 13(3):277–285MATHMathSciNetCrossRef

Yao K (2011) A note on uncertain differentiable process. In: Techical report. http://orsc.edu.cn/online/110406. Accessed 6 April 2011

Yao K (2012) Uncertain calculus with renewal process. Fuzzy Optim Decis Mak 11(3):285–297MATHMathSciNetCrossRef

Yao K (2014) Uncertain differential equation with jumps. Soft Comput doi:10.1007/s00500-014-1392-8

Yao K, Li X (2012) Uncertain alternating renewal process and its application. IEEE Trans Fuzzy Syst 20(6):1154–1160MathSciNetCrossRef

Yao K, Ji X (2014) Uncertain decision making and its application to portfolio selection problem. Int J Uncertain Fuzziness Knowl Based Syst 22(1):113–123MathSciNetCrossRef

Yao K, Gao J, Gao Y (2013) Some stability theorems of uncertain differential equation. Fuzzy Optim Decis Mak 12(1):3–13

Yu XC (2012) A stock model with jumps for uncertain markets. Int J Uncertain Fuzziness Knowl Based Syst 20(3):421–432MATHCrossRef

Zhang XF, Ning YF, Meng GW (2013) Delayed renewal process with uncertain interarrival times. Fuzzy Optim Decis Mak 12(1):79–87MathSciNetCrossRef

Titel: Almost sure stability for uncertain differential equation with jumps
verfasst von: Xiaoyu Ji
Hua Ke
Publikationsdatum: 18.11.2014
Verlag: Springer Berlin Heidelberg
Erschienen in: Soft Computing / Ausgabe 2/2016
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI: https://doi.org/10.1007/s00500-014-1521-4

Springer Professional

Abstract

Bitte loggen Sie sich ein, um Zugang zu Ihrer Lizenz zu erhalten.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Springer Professional "Wirtschaft"

Springer Professional "Technik"

Weitere Artikel der Ausgabe 2/2016

Adaptive fuzzy sliding mode controller for a class of SISO nonlinear time-delay systems

Assessment of voltage stability margin by comparing various support vector regression models

Risk consideration and cooperation in the iterated prisoner’s dilemma

Uncertain portfolio adjusting model using semiabsolute deviation

Characterizations of two kinds of hemirings based on probability spaces

Remarks on minimal solutions of a system of fuzzy relation equations over complete infinitely distributive lattices

Premium Partner