| 模糊随机过程的Itô-Henstock积分 |
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| 引用本文： | 巩增泰,宿爱.模糊随机过程的Itô-Henstock积分[J].山东大学学报(理学版),2019,54(8):1-13. |
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| 作者姓名： | 巩增泰 宿爱 |
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| 作者单位： | 西北师范大学数学与统计学院, 甘肃 兰州 730070 |
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| 基金项目： | 国家自然科学基金资助项目(61763044) |
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| 摘 要： | 定义和讨论了适应的模糊随机过程关于Brownian运动的模糊Itô-Henstock积分和模糊Itô-McShane积分及其性质,给出了刻画定理,并讨论了两者之间的相互关系。结果表明,当模糊Itô-Henstock积分原函数Itô 绝对连续时,模糊Itô-Henstock积分和模糊Itô-McShane积分等价。
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| 关 键 词： | 模糊数 模糊随机变量 Brownian 运动 模糊随机过程 模糊 Itô 积分 |
Itô-Henstock integration of the fuzzy stochastic process |
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| GONG Zeng-tai,SU Ai.Itô-Henstock integration of the fuzzy stochastic process[J].Journal of Shandong University,2019,54(8):1-13. |
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| Authors: | GONG Zeng-tai SU Ai |
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| Institution: | College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, Gansu, China |
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| Abstract: | The fuzzy Itô-Henstock integral and the fuzzy Itô-McShane integrals for adapted fuzzy stochastic process with respect to a Brownian motion are defined and their properties are discussed. In addition, the characterization theorems are given and their interrelation of between the fuzzy Itô-Henstock integral and the fuzzy Itô-McShane integral is investigated. The result shows that the fuzzy Itô-Henstock integral is equivalent to the fuzzy Itô-McShane integral when its primitive of fuzzy Itô-Henstock integral is Itô absolutely continuous. |
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| Keywords: | fuzzy number fuzzy stochastic variable Brownian motion fuzzy stochastic process fuzzy Itô integral |
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