Multi-dimensional Liu Process, Differential and Integral

摘要：

Liu process is a type of fuzzy process and is the counterpart of Brownian motion (Wiener process) in stochastic process, Liu formula in fuzzy process is corresponding to Ito formula in stochastic process, and Liu integral in fuzzy process plays the role of Ito integral in stochastic process. In this paper, Liu process, Liu formula and Liu integral were extended to the case of multi-dimensional.

关键词： fuzzy variable fuzzy process Liu process Liu integral

作者: Cuilian You

作者单位: Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China;Department of Mathematics and Computer Science, Hebei University, Baoding 071002, China

会议类型: 国际会议

会议名称: 第一届中国智能计算大会

会议地点: 江西庐山

会议语种:英文

页码: 153-158

在线出版日期: 2007-10-10（万方平台首次上网日期，不代表论文的发表时间）