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检索条件"主题词=fuzzy process"
3 条 记 录,以下是1-10 订阅
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fuzzy process,Hybrid process and Uncertain process
Fuzzy Process,Hybrid Process and Uncertain Process
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第一届中国智能计算大会
作者: Baoding Liu Department of Mathematical Sciences Tsinghua University,Beijing 100084,China
<正>This paper proposes some basic concepts of fuzzy pro- cess,including fuzzy integral and fuzzy differential equa- *** new concepts are also extended to hybrid process and uncertain ***,some potential applications... 详细信息
来源: cnki会议 评论
The Pricing of Compound Options in fuzzy Financial Market
The Pricing of Compound Options in Fuzzy Financial Market
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第二届中国智能计算大会
作者: Wen Dong Jin Peng College of Mathematics and Science Shanghai Normal University Shanghai 200234 College of Mathematics and Information Sciences Huanggang Normal University Hubei 438000
<正>This paper presents pricing formulas of compound options for fuzzy markets based on a class of stock model,that is,Liu’s stock ***,a brief history of option pricing theory has been ***,we recall some definition... 详细信息
来源: cnki会议 评论
Multi-dimensional Liu process,Differential and Integral
Multi-dimensional Liu Process,Differential and Integral
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第一届中国智能计算大会
作者: Cuilian You Department of Mathematical Sciences,Tsinghua University,Beijing 100084,China Department of Mathematics and Computer Science,Hebei University,Baoding 071002,China
<正>Liu process is a type of fuzzy process and is the counter- part of Brownian motion(Wiener process)in stochastic process,Liu formula in fuzzy process is corresponding to Ito formula in stochastic process,and Li... 详细信息
来源: cnki会议 评论