Fuzzy Optimization and Decision Making

, Volume 11, Issue 3, pp 285–297 | Cite as

Uncertain calculus with renewal process

Article

Abstract

Uncertain calculus is a branch of mathematics that deals with differentiation and integration of function of uncertain processes. As a fundamental concept, uncertain integral has been defined with respect to canonical process. However, emergencies such as economic crisis and war occur occasionally, which may cause the uncertain process a sudden change. So far, uncertain renewal process has been employed to model these jumps. This paper will present a new uncertain integral with respect to renewal process. Besides, this paper will propose a type of uncertain differential equation driven by both canonical process and renewal process.

Keywords

Uncertain calculus Uncertain integral Renewal process Uncertain differential equation Uncertainty theory 

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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Department of Mathematical SciencesTsinghua UniversityBeijingChina

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