Lebesgues-Stieltjes Integrals of Fuzzy Stochastic Processes with Respect to Finite Variation Processes

• 作者: Jinping Zhang Lingli Luo Xiaoying Wang Xingmei Li
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: FUZZY STOCHASTIC PROCESS FINITE VARIATION PROCESS FUZZY STOCHASTIC Lebesgue-Stieltjes Integral Measurability
• 年，卷（期）: 2015,（13）
• 页码范围: 2199-2210
• 页数: 12页
• 分类号: O1

摘要

Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.