Some New Estimates of Hermite–Hadamard, Ostrowski and Jensen-Type Inclusions for h-Convex Stochastic Process via Interval-Valued Functions

Abstract

Mathematical programming and optimization problems related to fluid dynamics are heavily influenced by stochastic processes associated with integral and variational inequalities. Furthermore, symmetry and convexity are intrinsically related. Over the last few years, both have become increasingly interconnected so that we can learn from one and apply it to the other. The objective of this note is to convert ordinary stochastic processes into interval stochastic processes due to the wide range of applications in various disciplines. We have developed Hermite–Hadamard (H.H), Ostrowski-, and Jensen-type inequalities using interval h-convex stochastic processes. Our main results can be applied to a variety of new and well-known outcomes as specific situations. The results of this study are expected to stimulate future research on inequalities using fractional and fuzzy integral operators. Furthermore, we validate our main findings by providing some non-trivial examples. To demonstrate their general properties, we illustrate the connections between the examined results and those that have already been published. The results discussed in this article can be seen as improvements and refinements to results that have already been published. This is a fascinating subject that can be investigated in the future to identify equivalent inequalities for various convexity types.