DocumentCode
441887
Title
Integral of general set-valued random processes with respect to finite variation processes
Author
Guan, Li ; Li, Shoumei
Author_Institution
Dept. of Appl. Math., Beijing Univ. of Technol., China
Volume
4
fYear
2005
fDate
18-21 Aug. 2005
Firstpage
2551
Abstract
In this paper, we shall firstly discuss the subtraction of sets, and prove some properties. We also introduce the concepts of set-valued increasing process and finite variation function of set-valued process. Then we define the integral of set-valued random process with respect to finite variation process and discuss its properties. Finally we extend the results to fuzzy set-valued version.
Keywords
fuzzy set theory; random processes; finite variation process; fuzzy set-valued version; set-valued random process integral; Finance; Fuzzy control; Fuzzy sets; Integral equations; Mathematics; Optimal control; Random processes; Random variables; Stochastic processes; Uncertainty; finite variation process; in tegral of fuzzy set-valued random process; integral of set-valued random process; subtraction of sets;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2005. Proceedings of 2005 International Conference on
Conference_Location
Guangzhou, China
Print_ISBN
0-7803-9091-1
Type
conf
DOI
10.1109/ICMLC.2005.1527373
Filename
1527373
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