TITLE:
Lebesgues-Stieltjes Integrals of Fuzzy Stochastic Processes with Respect to Finite Variation Processes
AUTHORS:
Jinping Zhang, Lingli Luo, Xingmei Li, Xiaoying Wang
KEYWORDS:
Fuzzy Stochastic Process, Finite Variation Process, Fuzzy Stochastic Lebesgue-Stieltjes Integral, Measurability
JOURNAL NAME:
Applied Mathematics,
Vol.6 No.13,
November
30,
2015
ABSTRACT: Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.