Chapter 9: Numerical solution of Langevin stochastic differential equation with uncertain parameters
Sukanta Nayaka; Snehashish Chakravertyb a Department of Mathematics, Amrita School of Engineering, Amrita Vishwa Vidyapeetham, Coimbatore, Indiab Department of Mathematics, National Institute of Technology Rourkela, Rourkela, Odisha, India
Abstract
Stochastic differential equations (SDEs) with impreciseness and vagueness form uncertain stochastic differential equations (SDE), which may be the more generalized differential equation for handling uncertainties. In this chapter, two different approaches for solving uncertain stochastic differential equations (SDE) are discussed. Uncertainties are taken in the initial conditions as well as ...
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