Moment estimation in uncertain differential equations based on the milstein scheme

DOI10.1016/j.amc.2021.126825OpenAlexW4200369519WikidataQ115361077 ScholiaQ115361077MaRDI QIDQ2073095

Xiangfeng Yang, Han Tang

Publication date: 27 January 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2021.126825

zbMATH Keywords

method of momentsMilstein schemeuncertainty theoryuncertain differential equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Genetics and population dynamics (92Dxx) General theory for ordinary differential equations (34Axx)

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