Estimating the Variance of the Square of Canonical Process

摘要：

Canonical process, as an important kind of uncertain process, has been applied to uncertain calculus, uncertain differential equation and uncertain finance. This paper gives a method to estimate the variance of the square of canonical process.

关键词： uncertain process canonical process expected value variance

作者: Youlei Xu

作者单位: Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China

会议类型: 国际会议

会议名称: The Second International Conference on Uncertainty Theory(ICUT)(第二届不确定理论国际会议)

会议地点: 拉萨

会议语种:英文

页码: 70-72

在线出版日期: 2011-08-06（万方平台首次上网日期，不代表论文的发表时间）