نتایج جستجو برای: uncertain process
تعداد نتایج: 1363861 فیلتر نتایج به سال:
Uncertainty theory is a mathematical methodology for dealing withnon-determinate phenomena in nature. As we all know, uncertainprocess and uncertain integral are important contents of uncertaintytheory, so it is necessary to have deep research. This paperpresents the definition and discusses some properties of strongcomonotonic uncertain process. Besides, some useful formulas ofuncertain integr...
the option-pricing problem is always an important part in modern finance. assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. in this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. some option pricing formulas on...
This paper first reviews different 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 differential 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 fu...
Some phenomena develop over time, while they are uncertain sets at each moment. From an set, we mean unsharp concept that is not clearly defined, even for expert. The potential values of parameters describing this guide one to explain it quantitatively. For instance, in “recovering” from some disease, different levels health might be meaning specific being healthy measured by belonging paramete...
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