Simulation of sample paths and distribution of liu integrals

Document Type : Research Paper

Authors

1 Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran

2 Department of Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran

Abstract

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.

Keywords


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