Surveys in Mathematics and its Applications

ISSN 1842-6298 (electronic), 1843-7265 (print)
 Volume 5 (2010), 275 -- 284

UNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE

Iuliana Carmen Bărbăcioru

Abstract. In this paper, we prove a local existence and uniqueness result for uncertain functional differential equation driven by canonical process.

2010 Mathematics Subject Classification: 34A07; 91G80; 91G99.
Keywords: Local existence and uniqueness; Uncertain functional differential equation; Canonical process; Delay; Uncertainty space; Fuzzy variable; Random fuzzy variable; Random fuzzy expected value model.

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References

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Iuliana Carmen Bărbăcioru
University Constantin Brâncuşi of Târgu Jiu,
Str. Geneva, Nr. 3, 210136 Târgu Jiu, Romania.
e-mail: bcicarmen@utgjiu.ro
http://www.utgjiu.ro/math/cbarbacioru/

http://www.utgjiu.ro/math/sma