Lebesgues-Stieltjes Integrals of Fuzzy Stochastic Processes with Respect to Finite Variation Processes

Autor:	Lingli Luo, Xingmei Li, Jinping Zhang, Xiaoying Wang
Rok vydání:	2015
Předmět:	Continuous-time stochastic process Hausdorff distance Fuzzy measure theory Stochastic process Bounded function Mathematical analysis Applied mathematics Fuzzy number Riemann–Stieltjes integral General Medicine Fuzzy logic Mathematics
Zdroj:	Applied Mathematics. :2199-2210
ISSN:	2152-7393 2152-7385
DOI:	10.4236/am.2015.613193
Popis:	Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cf0a60586001fc4da4964eba17ea6a0b https://doi.org/10.4236/am.2015.613193 Zobrazit plný text záznamu