Comments for “Fractional Liu uncertain differential equation and its application to finance”

Xiaoyan Li and Ni Sun

Chaos, Solitons & Fractals, 2023, vol. 175, issue P1

Abstract: In this paper, some comments are proposed for the paper by Najafi and Taleghani (2022). Some properties for fractional Liu process and fractional calculus are used in the proof of existence and uniqueness results for fractional Liu uncertain differential equation (Theorem 7). We show that incorrect properties of fractional calculus is used, and lead to subsequent incorrect proof, furthermore, we make some corrections and present new results.

Keywords: Fractional Liu process; Fractional differential equations; Existence; Uniqueness (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:175:y:2023:i:p1:s096007792300824x

DOI: 10.1016/j.chaos.2023.113923

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