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

Author

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  • Li, Xiaoyan
  • Sun, Ni

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.

Suggested Citation

  • Li, Xiaoyan & Sun, Ni, 2023. "Comments for “Fractional Liu uncertain differential equation and its application to finance”," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    • Handle: RePEc:eee:chsofr:v:175:y:2023:i:p1:s096007792300824x
    DOI: 10.1016/j.chaos.2023.113923
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    References listed on IDEAS

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    1. Najafi, Alireza & Taleghani, Rahman, 2022. "Fractional Liu uncertain differential equation and its application to finance," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
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