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| 实值可料过程关于模糊集值Wiener过程的伊藤积分 | |
| 引用本文： | 郭庆,李世楷,时宝,李力. 实值可料过程关于模糊集值Wiener过程的伊藤积分[J]. 模糊系统与数学, 2006, 20(1): 49-55 |
| 作者姓名： | 郭庆 李世楷 时宝 李力 |
| 作者单位： | 1. 61419部队,山东,青岛,266034 2. 解放军理工大学,理学院,江苏,南京,211101 3. 海军航空工程学院,山东,烟台,264001 |
| 摘 要： | 通过利用水平集和承集将实值可料过程关于模糊集值W iener过程的伊藤积分与实值可料过程关于可积有界紧凸集值W iener过程的伊藤积分联系起来,给出相应的定义和性质,并初步探讨了该伊藤积分在随机微分方程方面的应用。 |
| 关 键 词： | 实值可料过程 模糊集值Wiener过程 伊藤积分 水平集 承集 |
| 文章编号： | 1001-7402（2006）01-0049-07 |
| 收稿时间： | 2004-12-31 |
| 修稿时间： | 2004-12-31 |
It(o) Integrals of the Real Predicable Processes Respect to Fuzzy Set-valued Wiener Stochastic Process |
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| GUO Qing,LI Shi-kai,SHI Bao,LI Li. It(o) Integrals of the Real Predicable Processes Respect to Fuzzy Set-valued Wiener Stochastic Process[J]. Fuzzy Systems and Mathematics, 2006, 20(1): 49-55 | |
| Authors: | GUO Qing LI Shi-kai SHI Bao LI Li |
| Abstract: | It integrals of the real predicable processes respect to fuzzy set-valued Wiener stochastic(process) and to bounded integrable compact convex Wiener stochastic process are associated by the level sets and support sets.Corresponding definition and characters are given.At last,there is an(introduction) of the application of such an It integral in stochastic differential coefficient equation. |
| Keywords: | Real Predicable Processes Fuzzy Set-valued Wiener Stochastic Process It Integrals (Level) Set Support Set |
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