Uncertain calculus with renewal process


          

刊名:Fuzzy Optimization and Decision Making
作者:Kai Yao(Department of Mathematical Sciences, Tsinghua University)
刊号:519LB020
ISSN:1568-4539
出版年:2012
年卷期:2012, vol.11, no.3
页码:285-297
总页数:13
分类号:O22
关键词:Uncertain calculusUncertain integralRenewal processUncertain differential equationUncertainty theory
参考中译:
语种:eng
文摘:Uncertain calculus is a branch of mathematics that deals with differentiation and integration of function of uncertain processes. As a fundamental concept, uncertain integral has been defined with respect to canonical process. However, emergencies such as economic crisis and war occur occasionally, which may cause the uncertain process a sudden change. So far, uncertain renewal process has been employed to model these jumps. This paper will present a new uncertain integral with respect to renewal process. Besides, this paper will propose a type of uncertain differential equation driven by both canonical process and renewal process.