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
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
收藏
页码:271 / 280
页数:10
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