DocumentCode
3303509
Title
Fuzzy set-valued Lebesgue integral and fuzzy stochastic differential equation
Author
Jungang Li ; Jinting Wang
Author_Institution
Dept. of Math., Beijing Jiaotong Univ., Beijing, China
Volume
1
fYear
2011
fDate
26-28 July 2011
Firstpage
152
Lastpage
156
Abstract
In this paper, we firstly recall some basic results about set-valued and fuzzy set-valued stochastic processes. Secondly, we shall discuss the Lebesgue integral of a fuzzy set-valued stochastic process with respect to time t, especially the Lebesgue integral is a fuzzy set-valued stochastic process. Finally we prove a theorem of existence and uniqueness of solution of fuzzy set-valued stochastic differential equation.
Keywords
fuzzy set theory; integro-differential equations; stochastic processes; Lebesgue integral equation; fuzzy set-valued stochastic differential equation; Differential equations; Equations; Fuzzy sets; Integral equations; Level set; Random variables; Stochastic processes; Fuzzy set-valued stochastic process; fuzzy set-valued stochastic differential equation; level set process; set-valued Lebesgue integral;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery (FSKD), 2011 Eighth International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-61284-180-9
Type
conf
DOI
10.1109/FSKD.2011.6019469
Filename
6019469
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