Affiliation:
1. Department of Mathematical Sciences, Tsinghua University, Beijing 100084, P. R. China
Abstract
This paper revises the definition of the general Liu process via requiring its drift and diffusion to be sample-continuous. Then it is verified that almost all sample paths of the general Liu process are locally Lipschitz continuous. At last, a rigorous proof of fundamental theorem of uncertain calculus is given.
Funder
National Natural Science Foundation of China
Publisher
World Scientific Pub Co Pte Lt
Subject
Artificial Intelligence,Control and Optimization,Computer Vision and Pattern Recognition
Cited by
6 articles.
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