Mean-square integral and differential of fuzzy stochastic processes
This paper defines the concepts of integral and differential in mean-square associated with a class of fuzzy stochastic processes and studies their integrability and differentiability properties. The definition and the mean-square calculus properties of a Gaussian fuzzy stochastic process are also discussed. (C) 1999 Elsevier Science B.V. All rights reserved.
mean-square integral and differential fuzzy stochastic process gaussian process