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Higher-order derivative of uncertain process and higher-order uncertain differential equation

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Abstract

This paper initializes higher-order uncertain calculus that deals with higher-order differentiation and multiple integration of uncertain process based on uncertainty theory. Fubini theorem and fundamental theorem of higher-order uncertain calculus are derived. Finally, this paper rigorously defines higher-order uncertain differential equations and introduces some analytic methods for solving these equations.

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Correspondence to Baoding Liu.

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Zhang, K., Liu, B. Higher-order derivative of uncertain process and higher-order uncertain differential equation. Fuzzy Optim Decis Making 23, 295–318 (2024). https://doi.org/10.1007/s10700-024-09422-0

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