Some Extensions of Wiener-Liu Process and Ito-Liu Integral
نویسنده
چکیده
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 in fuzzy process. Meanwhile, Ito-Liu integral is the counterpart of Ito integral in stochastic process and Liu integral in fuzzy process. Based on Wiener-Liu process, multi-dimensional Ito-Liu formula and multi-dimensional Ito-Liu integral are discussed.
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