Set-Valued Stochastic Processes and Sets of Probability Measures Induced by Stochastic Differential Equations with Random Set Parameters

被引：0

作者：

Schmelzer, Bernhard ^{[1
]}

机构：

[1] Univ Innsbruck, Unit Engn Math, A-6020 Innsbruck, Austria

来源：

COMBINING SOFT COMPUTING AND STATISTICAL METHODS IN DATA ANALYSIS | 2010年 / 77卷

关键词：

Stochastic differential equation; Random set; Parameter uncertainty; Set-valued stochastic process; Parameterized probability measures;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

We consider stochastic differential equations depending on parameters whose uncertainty is modeled by random compact sets. Several approaches are discussed how to construct set-valued processes from the solutions. The induced lower and upper probabilities are compared to a set of probability measures constructed from the distributions of the solutions and the selections of the random set.

引用

页码：561 / 568

页数：8

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