Fuzzy Process, Hybrid Process and Uncertain Process
نویسنده
چکیده
This paper first reviews different types of uncertainty. In order to construct fuzzy counterparts of Brownian motion and stochastic calculus, this paper proposes some basic concepts of fuzzy process, including fuzzy calculus and fuzzy differential equation. Those new concepts are also extended to hybrid process and uncertain process. A basic stock model is presented, thus opening up a way to fuzzy financial mathematics.
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