A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\)

DOI10.1016/S0165-0114(02)00145-8zbMath1020.60036MaRDI QIDQ1874069

Yukio Ogura, Shou-mei Li

Publication date: 22 May 2003

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

zbMATH Keywords

fuzzy-valued martingaleextended Hausdorff metric spacefuzzy-valued random variable

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Generalizations of martingales (60G48)

Related Items (12)

Set-valued Brownian motion ⋮ Cones and decomposition of sub- and supermartingales ⋮ Fuzzy set-valued Gaussian processes and Brownian motions ⋮ Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients ⋮ Overview on the development of fuzzy random variables ⋮ On Borel measurability and large deviations for fuzzy random variables ⋮ Strong laws of large numbers for independent fuzzy set-valued random variables ⋮ A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS ⋮ A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS ⋮ LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF FUZZY SET-VALUED RANDOM VARIABLES ⋮ Convergence theorems for adapted sequences of random sets ⋮ Stochastic integral with respect to set-valued square integrable martingales

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