Hori Jr., H. (2023) Type 2 Stochastic Deferential Equation in No-Data Problem and Its Application to Possibility Factor Analysis. Applied Mathematics. (To Appear)

has been cited by the following article:

• TITLE: Initial and Stopping Condition in Possibility Principal Factor Rotation

  AUTHORS: Houju Hori Jr.

  KEYWORDS: Extension Principle, Vague Event, Type 2 Possibility Different Equation, Possibility Principal Factor Analysis, Initial and Stopping Condition

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.11 No.5, May 31, 2023

  ABSTRACT: Uemura [1] discovered the mapping formula for Type 1 Vague events and presented an alternative problem as an example of its application. Since it is well known that the alternative problem leads to sequential Bayesian inference, the flow of subsequent research was to make the mapping formula multidimensional, to introduce the concept of time, and to derive a Markov (decision) process. Furthermore, we formulated stochastic differential equations to derive them [2]. This paper refers to type 2 vague events based on a second-order mapping equation. This quadratic mapping formula gives a certain rotation named as possibility principal factor rotation by transforming a non-mapping function by a relation between two mapping functions. In addition, the derivation of the Type 2 Complex Markov process and the initial and stopping conditions in this rotation are mentioned.