Mean-square integral and differential of fuzzy stochastic processes

被引：33

作者：

Feng, YH ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 1999年 / 102卷 / 02期

关键词：

fuzzy stochastic process; mean-square integral and differential; Gaussian process;

D O I：

10.1016/S0165-0114(97)00119-X

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper defines the concepts of integral and differential in mean-square associated with a class of fuzzy stochastic processes and studies their integrability and differentiability properties. The definition and the mean-square calculus properties of a Gaussian fuzzy stochastic process are also discussed. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：271 / 280

页数：10

共 11 条

[1] DING GG, 1984, INTRO BANACH SPACES
[2] FENG Y, IN PRESS FUZZY SETS
[3] ELEMENTARY FUZZY CALCULUS
GOETSCHEL, R
VOXMAN, W
[J]. FUZZY SETS AND SYSTEMS, 1986, 18 (01) : 31 - 43
[4] ON THE CONVERGENCE OF FUZZY-SETS
KALEVA, O
[J]. FUZZY SETS AND SYSTEMS, 1985, 17 (01) : 53 - 65
[5] FUZZY DIFFERENTIAL-EQUATIONS
KALEVA, O
[J]. FUZZY SETS AND SYSTEMS, 1987, 24 (03) : 301 - 317
[6] LIMIT-THEOREMS FOR FUZZY RANDOM-VARIABLES
KLEMENT, EP
PURI, ML
RALESCU, DA
[J]. PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1986, 407 (1832): : 171 - 182
[7] Loeve M., 1977, Graduate Texts in Mathematics
[8] ON EMBEDDING PROBLEMS OF FUZZY NUMBER SPACE .5.
MING, M
[J]. FUZZY SETS AND SYSTEMS, 1993, 55 (03) : 313 - 318
[9] CONVERGENCE THEOREM FOR FUZZY MARTINGALES
PURI, ML
RALESCU, DA
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1991, 160 (01) : 107 - 122
[10] FUZZY RANDOM-VARIABLES
PURI, ML
RALESCU, DA
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1986, 114 (02) : 409 - 422

← 1 2 →