As a mixture of randomness and uncertainty, uncertain random variable is a measurable function from a probability space to a collection of uncertain variables. This paper will propose an uncertain random process as a generalization of both stochastic process and uncertain process. Special types of uncertain random process such as independent and stationary increment uncertain random process and uncertain random renewal process will also be discussed.
Yao, Kai and Gao, Jinwu, "Some Concepts and Theorems of Uncertain Random Process" (2012). ICEB 2012 Proceedings. 12.