MULTI-DIMENSIONAL LIU PROCESS, INTEGRAL AND DIFFERENTIAL
نویسندگان
چکیده
منابع مشابه
Multi-Dimensional Uncertain Calculus with Liu Process
Uncertain calculus deals with the integral and differential of some uncertain processes. So far, uncertain integrals have been defined with respect to Liu process, renewal process, finite variation process, and multiple Liu processes. This paper presents an uncertain integral of a matrix of uncertain processes with respect to multi-dimensional Liu process, and verifies its linearity property. T...
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In this paper, multi-dimensional Wiener-Liu process is proposed. Wiener-Liu process is a type of hybrid process, it corresponds to Brownian motion (Wiener process) in stochastic process and Liu process in fuzzy process. In classical analysis, the basic operations are differential and integral. Correspondingly, Ito-Liu formula plays the role of Ito formula in stochastic process and Liu formula i...
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Introducing more types of integrals will provide more choices todeal with various types of objectives and components in real problems. Firstly,in this paper, a (T) fuzzy integral, in which the integrand, the measure andthe integration result are all multi-valued, is presented with the introductionof T-norm and T-conorm. Then, some classical results of the integral areobtained based on the prope...
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Credibility measure was created by Baoding Liu [5, 7] and his Chinese co workers [4] around 2004. Then, Baoding Liu designed a grand view of fuzzy process, hybrid process and uncertain process [6]. In response to his work, Dai [1] sketched how to create standard normal fuzzy process under credibility measure, which he called standard Liu process. Independently Kageyama and Iwamura [3] construct...
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ژورنال
عنوان ژورنال: East Asian mathematical journal
سال: 2013
ISSN: 1226-6973
DOI: 10.7858/eamj.2013.002