Uncertain Independent Increment Processes are Contour Processes

Abstract

Uncertain processes are used to model dynamic indeterminate systems associated with human uncertainty, and uncertain independent increment processes are a type of uncertain processes with independent uncertain increments. This paper mainly verifies a basic property about the sample paths of uncertain independent increment processes, which states that uncertain independent increment processes defined on a continuous uncertainty space are contour processes, a type of uncertain processes with a spectrum of sample paths as the skeletons. Based on this property, the extreme values and the time integral of an uncertain independent increment process are investigated, and their inverse uncertainty distributions are obtained.