Uncertain calculus with finite variation processes
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 605469717 | ||
| 003 | CHVBK | ||
| 005 | 20210128100323.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20151001xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s00500-014-1452-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s00500-014-1452-0 | ||
| 100 | 1 | |a Chen |D Xiaowei |u Department of Risk Management and Insurance, Nankai University, 300071, Tianjin, China |4 aut | |
| 245 | 1 | 0 | |a Uncertain calculus with finite variation processes |h [Elektronische Daten] |c [Xiaowei Chen] |
| 520 | 3 | |a A finite variation process is an uncertain process whose total variation is finite over each bounded time interval. Based on the finite variation processes, a new uncertain integral is proposed in this paper. Besides, some basic properties are discussed. In the framework of the uncertain integral, uncertain differential is introduced, and the fundamental theorem of uncertain calculus is derived. Finally, the integration by parts theorem is studied. | |
| 540 | |a Springer-Verlag Berlin Heidelberg, 2014 | ||
| 690 | 7 | |a Uncertain process |2 nationallicence | |
| 690 | 7 | |a Uncertain calculus |2 nationallicence | |
| 690 | 7 | |a Uncertain integral |2 nationallicence | |
| 690 | 7 | |a Finite variation processes |2 nationallicence | |
| 773 | 0 | |t Soft Computing |d Springer Berlin Heidelberg |g 19/10(2015-10-01), 2905-2912 |x 1432-7643 |q 19:10<2905 |1 2015 |2 19 |o 500 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s00500-014-1452-0 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s00500-014-1452-0 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Chen |D Xiaowei |u Department of Risk Management and Insurance, Nankai University, 300071, Tianjin, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Soft Computing |d Springer Berlin Heidelberg |g 19/10(2015-10-01), 2905-2912 |x 1432-7643 |q 19:10<2905 |1 2015 |2 19 |o 500 | ||