Regularity and stopping theorem for fuzzy martingales with continuous parameters

DOI10.1016/j.ins.2004.02.011zbMath1092.60019OpenAlexW2093823585MaRDI QIDQ1763933

Weiyin Fei

Publication date: 22 February 2005

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2004.02.011

zbMATH Keywords

stochastic optimizationmathematical economicsgraph convergencefuzzy stochastic processes in financefuzzy-valued stochastic processesgraph Kuratowski-Mosco convergence

Mathematics Subject Classification ID

Related Items (6)

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients ⋮ A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ On existence and uniqueness of solutions to uncertain backward stochastic differential equations ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Convergences and topology via sequences of multifunctions

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