Continuity and variation analysis of fractional uncertain processes

Yuhong Sheng, Kai Yao and Zhongfeng Qin

Chaos, Solitons & Fractals, 2020, vol. 140, issue C

Abstract: The canonical Liu process is a stationary and independent increment uncertain process with normal increments. As one of the most important types of uncertain processes, the fractional Liu process is presented as a variant of canonical Liu process, which has a potential application in modeling an irregular movement with long memory in a system associated with human uncertainty rather than stochastic factors. This paper is devoted to studying the mathematical properties of fractional Liu process such as the increments, variation and sample continuity, especially the Hölder continuity of its sample paths. The obtained results lay the theoretical foundation and promote the applications of fractional Liu processes.

Keywords: Uncertain process; Fractional liu process; Variation; Sample continuity (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077920306469
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306469

DOI: 10.1016/j.chaos.2020.110250

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().