Title :
Fuzzy set-valued Lebesgue integral and fuzzy stochastic differential equation
Author :
Jungang Li ; Jinting Wang
Author_Institution :
Dept. of Math., Beijing Jiaotong Univ., Beijing, China
Abstract :
In this paper, we firstly recall some basic results about set-valued and fuzzy set-valued stochastic processes. Secondly, we shall discuss the Lebesgue integral of a fuzzy set-valued stochastic process with respect to time t, especially the Lebesgue integral is a fuzzy set-valued stochastic process. Finally we prove a theorem of existence and uniqueness of solution of fuzzy set-valued stochastic differential equation.
Keywords :
fuzzy set theory; integro-differential equations; stochastic processes; Lebesgue integral equation; fuzzy set-valued stochastic differential equation; Differential equations; Equations; Fuzzy sets; Integral equations; Level set; Random variables; Stochastic processes; Fuzzy set-valued stochastic process; fuzzy set-valued stochastic differential equation; level set process; set-valued Lebesgue integral;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2011 Eighth International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-61284-180-9
DOI :
10.1109/FSKD.2011.6019469
