Theorems on Continuity of Uncertain Process

摘要：

This paper investigates continuity of uncertain process. In the first part, it points out that there always exists continuous modification of stationary independent increment process, and in some case, discontinuous modification exists. In the second part, it proves that for stationary independent increment process, continuous modification is also Lipschitz continuous modification.

关键词： Uncertainty theory Uncertain process Stationary independent increment process Lipschitz Continuity

作者: Yuan Gao

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: 64-69

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）