实值可料过程关于模糊集值Wiener过程的伊藤积分  

It Integrals of the Real Predicable Processes Respect to Fuzzy Set-valued Wiener Stochastic Process

作　　者：郭庆 李世楷[2] 时宝[3] 李力[2] 

机构地区：[1]61419部队 [2]解放军理工大学理学院 [3]海军航空工程学院

出　　处：《模糊系统与数学》2006年第1期49-55,共7页Fuzzy Systems and Mathematics

摘　　要：通过利用水平集和承集将实值可料过程关于模糊集值W iener过程的伊藤积分与实值可料过程关于可积有界紧凸集值W iener过程的伊藤积分联系起来,给出相应的定义和性质,并初步探讨了该伊藤积分在随机微分方程方面的应用。Ito integrals of the real predicable processes respect to fuzzy set-valued Wiener stochastic process and to bounded integrable compact convex Wiener stochastic process are associated by the level sets and support sets. Corresponding definition and characters are given. At last, there is an introduction of the application of such an Ito integral in stochastic differential coefficient equation.

关 键 词：实值可料过程 模糊集值Wiener过程 伊藤积分 水平集 承集 

分 类 号：O211.6[理学—概率论与数理统计]