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New results of uncertain integrals and applications

  • Zehui Shao , Saeed Kosari EMAIL logo , Milad Yadollahzadeh and Seyed Abdollah Beikaee
Published/Copyright: June 27, 2023
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Abstract

Based on the uncertainty theory, Liu [B. Liu, Some research problems in uncertainty theory, J. Uncertain Syst. 3 2009, 1, 3–10] introduced an uncertain integral for applying uncertain differential equation, finance, control, filtering and dynamical systems. Since uncertain integrals are the important content of uncertainty theory, this paper explores an approach of the relationship between uncertain integrals by the well-known Chebyshev-type inequality. Also, we propose the concept of an uncertain fractional integral which is generalized version of an uncertain integral. The definition of a strong comonotonic uncertain process and some new properties of the uncertain integral were presented in [C. You and N. Xiang, Some properties of uncertain integral, Iran. J. Fuzzy Syst. 15 2018, 2, 133–142]. Based on the strong comonotonic uncertain process, as an application, we provide Chebyshev’s inequality for a fractional uncertain integral and an uncertain integral.

MSC 2020: 26A48; 26D15

Funding statement: This research was supported by Hubei Province Key Laboratory of Intelligent Information Processing and Real-time Industrial System (Wuhan University of Science and Technology) (under grant 622274).

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Received: 2022-11-15
Revised: 2023-02-09
Accepted: 2023-02-13
Published Online: 2023-06-27
Published in Print: 2023-10-01

© 2023 Walter de Gruyter GmbH, Berlin/Boston

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