Cones and decomposition of sub- and supermartingales

DOI10.1016/j.fss.2003.08.003zbMath1055.60039OpenAlexW2026231400MaRDI QIDQ1885694

Pedro Terán

Publication date: 12 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.fss.2003.08.003

zbMATH Keywords

fuzzy random variablesmartingale theoryDoob's decomposition theorem

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (2)

Overview on the development of fuzzy random variables ⋮ Statistical aspects of fuzzy monotone set-valued stochastic processes. Application to birth-and-growth processes

Cites Work

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