کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
391219 | 661360 | 2007 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Representation theorems, set-valued and fuzzy set-valued Ito integral
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, we shall present representation theorems of set-valued martingales and set-valued processes of finite variation with continuous time. We shall also obtain a representation theorem of a predictable set-valued stochastic process. We shall give a new definition of Ito integral of a set-valued stochastic process with respect to a Brownian motion based on the work [E.J. Jung, J.H. Kim, On set-valued stochastic integrals, Stochastic Anal. Appl. 21(2) (2003) 401–418.]. We shall also discuss some properties of set-valued Ito integral, especially the presentation theorem of set-valued Ito integral. Finally, we extend some of above results to the fuzzy set-valued case.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 158, Issue 9, 1 May 2007, Pages 949-962
Journal: Fuzzy Sets and Systems - Volume 158, Issue 9, 1 May 2007, Pages 949-962