Fuzzy Process, Hybrid Process and Uncertain Process
Fuzzy Process, Hybrid Process and Uncertain Process
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发表时间：
2008
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通讯作者：
Baoding Liu
中科院分区：
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作者：
Baoding Liu
本文首先回顾了不确定性的不同类型。为了构造布朗运动和随机微积分的模糊对应，本文提出了模糊过程的一些基本概念，包括模糊微积分和模糊微分方程。这些新概念也被推广到混合过程和不确定过程。提出了一个基本的股票模型，从而为模糊金融数学开辟了一条道路。
This paper flrst reviews difierent types of uncertainty. In order to construct fuzzy counterparts of Brownian motion and stochastic calculus, this paper proposes some basic concepts of fuzzy process, including fuzzy calculus and fuzzy difierential equation. Those new concepts are also extended to hybrid process and uncertain process. A basic stock model is presented, thus opening up a way to fuzzy flnancial mathematics.