In this paper, we considered a Stochastic Interval-Valued Linear Fractional Programming problem(SIVLFP). In this problem, the coefficients and scalars in the objective function are fractional-interval, and technological coefficients and the quantities on the right side of the constraints were random variables with the specific distribution. Here we changed a Stochastic Interval-Valued Fractiona...

In this paper we first introduce the Fock-Guichardet formalism for the quantum stochastic (QS) integration, then the four fundamental processes of the dynamics are introduced in the canonical basis as the operator-valued measures, on a space-time σ-field FX, of the QS integration. Then rigorous analysis of the QS integrals is carried out, and continuity of the QS derivative D is proved. Finally...

The paper deals with the problem of numerical integration of a function [0, 1]→ R for which only a set-membership description is known. The set of values of the integrals of all possible realizations of the uncertain function is considered as a guaranteed result of the integration. The problem is to approximate this set, with a prescribed accuracy ε, by polyhedral sets, in particular, to enclos...

We develop a technique for obtaining the fourth moment bound on normal approximation of F, where F is an Rd-valued random vector whose components are functionals Gaussian fields. This study transcends case vectors multiple stochastic integrals, which has been subject research so far. perform this task by investigating relationship between expectations two operators ? and ?*. Here, operator was ...

We consider a stochastic financial incomplete market where the price processes are described by a vector-valued semimartingale that is possibly nonlocally bounded. We face the classical problem of utility maximization from terminal wealth, with utility functions that are finite-valued over (a,∞), a ∈ [−∞,∞), and satisfy weak regularity assumptions. We adopt a class of trading strategies that al...

This paper is devoted to consider the notions of complementary problem (CP) and set-valued complementary problem (SVCP). The set-valued complementary problem is compared with the classical single-valued complementary problem. Also, the solution set of the set-valued complementary problem is characterized. Our results illustrated by some examples. This paper is devoted to co...

interval-valued intuitionistic fuzzy sets (ivifss) are widely used to handle uncertainty and imprecision in decision making. however, in more complicated environment, it is difficult to express the uncertain information by an ivifs with considering the decision-making preference. hence, this paper proposes a group generalized interval-valued intuitionistic fuzzy soft set (g-givifss) which conta...