IEEE - Institute of Electrical and Electronics Engineers, Inc. - Interval-valued Stochastic Processes and Stochastic Integrals

2007 Second International Conference on Innovative Computing, Information and Control

Author(s): Jinping Zhang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Kumamoto, Japan
Conference Date: 5 September 2007
Page(s): 466
ISBN (Paper): 0-7695-2882-1
DOI: 10.1109/ICICIC.2007.365
Regular:

In this paper, we study interval-valued stochastic processes and stochastic integrals with respect to real-valued Brownian motion. Especially for interval-valued martingale we obtain several... View More

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