caa a22 4500 605469717 CHVBK 20210128100323.0 cr unu---uuuuu 210128e20151001xx s 000 0 eng 10.1007/s00500-014-1452-0 doi (NATIONALLICENCE)springer-10.1007/s00500-014-1452-0 Chen Xiaowei Department of Risk Management and Insurance, Nankai University, 300071, Tianjin, China aut Uncertain calculus with finite variation processes [Elektronische Daten] [Xiaowei Chen] 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. Springer-Verlag Berlin Heidelberg, 2014 Uncertain process nationallicence Uncertain calculus nationallicence Uncertain integral nationallicence Finite variation processes nationallicence Soft Computing Springer Berlin Heidelberg 19/10(2015-10-01), 2905-2912 1432-7643 19:10<2905 2015 19 500 https://doi.org/10.1007/s00500-014-1452-0 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s00500-014-1452-0 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Chen Xiaowei Department of Risk Management and Insurance, Nankai University, 300071, Tianjin, China aut NATIONALLICENCE 773 0- Soft Computing Springer Berlin Heidelberg 19/10(2015-10-01), 2905-2912 1432-7643 19:10<2905 2015 19 500