JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2019, Vol. 54 ›› Issue (8): 1-13.doi: 10.6040/j.issn.1671-9352.0.2019.235

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Itô-Henstock integration of the fuzzy stochastic process

GONG Zeng-tai, SU Ai   

  1. College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, Gansu, China
  • Online:2019-08-20 Published:2019-07-03

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Abstract: The fuzzy Itô-Henstock integral and the fuzzy Itô-McShane integrals for adapted fuzzy stochastic process with respect to a Brownian motion are defined and their properties are discussed. In addition, the characterization theorems are given and their interrelation of between the fuzzy Itô-Henstock integral and the fuzzy Itô-McShane integral is investigated. The result shows that the fuzzy Itô-Henstock integral is equivalent to the fuzzy Itô-McShane integral when its primitive of fuzzy Itô-Henstock integral is Itô absolutely continuous.

Key words: fuzzy number, fuzzy stochastic variable, Brownian motion, fuzzy stochastic process, fuzzy Itô, integral

CLC Number: 

  • O172.2
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