Uncertain calculus with finite variation processes

作者：Chen, Xiaowei^*

来源：Soft Computing, 2015, 19(10): 2905-2912.

DOI：10.1007/s00500-014-1452-0

• Uncertain process
• Uncertain calculus
• Uncertain integral
• Finite variation processes

A finite variation process is an uncertain process whose total variation is finite over each bounded time interval. Based on the finite variation processes, a new uncertain integral is proposed in this paper. Besides, some basic properties are discussed. In the framework of the uncertain integral, uncertain differential is introduced, and the fundamental theorem of uncertain calculus is derived. Finally, the integration by parts theorem is studied.

• 出版日期2015-10
• 单位南开大学