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Simulation of sample paths and distribution of liu integrals | ||
| Journal of Hyperstructures | ||
| دوره 10، شماره 1، شهریور 2021، صفحه 73-85 اصل مقاله (537.81 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22098/jhs.2021.2642 | ||
| نویسندگان | ||
| Behrouz Fathi Vajargah* 1؛ Sara Ghasemalipour2؛ Maryam Doosti1 | ||
| 1Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran | ||
| 2Department of Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran | ||
| چکیده | ||
| Uncertain process and uncertain integral are important contents of uncertainty theory. In this paper, we study some types of uncertain integral named Liu integral. Here, we obtained the analytical solution of Liu integral by integration methods. As a new work, we simulated the sample paths and distribution of Liu integral. The simulation method run on some new examples and results are shown. | ||
| کلیدواژه‌ها | ||
| Liu process؛ Liu integral؛ Sample path؛ Simulation method؛ Partitioned rand | ||
| مراجع | ||
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[1] B. Fathi-Vajargah, A. E. Chechaglou, Optimal Halton sequence via inversive scrambling, Communications in Statistics -Simulation and Computation, 422 (2013), 476-484. [2] B. Fathi-Vajargah, R. J. Moghtader, P-quasi random number generators for obtaining stochastic integrals, Advances in Information Technology and Management (AITM), (2012), 207-215. [3] B. Liu, Fuzzy process, hybrid process and uncertain process, Journal of Uncertain Systems, 2 (2008), 3-16. [4] B. Liu, Some research problems in uncertainty theory, Journal of Uncertain Systems, 3 (2009), 3-10. [5] B. Liu, Uncertainty theory, 2nd ed., Springer-Verlag, Berlin, (2007). [6] B. Liu, Uncertainty theory: A Branch of Mathematics for Modeling Human Uncertainty, Springer-Verlag, Berlin, (2010a). [7] C. You and N. Xiang, Some properties of uncertain integral, Iranian Journal of Fuzzy Systems, 15 (2018), 133-142. [8] X. Chen and B. Liu, Existence and uniqueness theorem for uncertain di erential equations, Fuzzy Optimization and Decision Making, 9 (2010), 69-81. | ||
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