Indexed metadata
Uncertain fractional differential equations and an interest rate model
Yuanguo Zhu
Source abstract
The concept of uncertain fractional differential equation is introduced, and solutions of several uncertain fractional differential equations are presented. This kind of equation is a counterpart of stochastic fractional differential equation. By the proposed concept, an interest rate model is considered, and the price of a zero‐coupon bond is obtained. Copyright © 2014 John Wiley & Sons, Ltd.
Evidence graph
No public relationships recorded yet.
Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.