Convergence of set-valued and fuzzy-valued martingales

DOI10.1016/S0165-0114(97)00092-4zbMath0933.60041MaRDI QIDQ1302247

Yukio Ogura, Shou-mei Li

Publication date: 4 April 2000

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

zbMATH Keywords

Kuratowski-Mosco convergenceset-valued martingalemartingale selectionfuzzy-valued martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic processes (60G99)

Related Items (15)

A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\) ⋮ Cones and decomposition of sub- and supermartingales ⋮ Fuzzy set-valued Gaussian processes and Brownian motions ⋮ Strong laws of large numbers for independent fuzzy set-valued random variables ⋮ A constrained interval-valued linear regression model: a new heteroscedasticity estimation method ⋮ A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS ⋮ Decomposition and representation theorem of set-valued amarts ⋮ LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF FUZZY SET-VALUED RANDOM VARIABLES ⋮ Gaussian processes and martingales for fuzzy valued random variables with continuous parameter ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Separability for graph convergence of sequences of fuzzy-valued random variables ⋮ Set-valued and interval-valued stationary time series ⋮ Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense ⋮ On the convergence of fuzzy martingales ⋮ Semi-order fuzzy supermartingales and submartingales with continuous time

Cites Work

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• Convergence of convex sets and of solutions of variational inequalities
• On the continuity of the Young-Fenchel transform
• Limit theorems for fuzzy random variables
• On the Convergence of Closed-Valued Measurables Multifunctions
• Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.

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