Mean-square Henstock Integrals Of Fuzzy Stochastic Processes

In this thesis we study the Henstock integral in mean-square associated with a class of fuzzy stochastic processes. First, we define the concept of Henstock integral in mean-square associated with this class of fuzzy stochastic processes and study its foundational properties. Second, we give the the concept of strong Henstock integrable in mean-square of this class of fuzzy stochastic processes. And then we solve the problem that if this kind of fuzzy stochastic process is strong Henstock integrable in mean-square then its primitive is differentiable almost everywhere and the problem of the integrability of its derivatives. Third, two types of mean-square Henstock-Stieltjes integrals associated with this class of fuzzy stochastic processes are defined and discussed.Li Jing(Applied mathematics)Supervised by Feng Yuhu...