Fuzzy martingales - a simple form of fuzzy processes∗

DOI10.1080/07362999608809443zbMath0860.60032OpenAlexW1984242868MaRDI QIDQ5687776

Mila Stojaković

Publication date: 21 April 1997

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809443

zbMATH Keywords

fuzzy setmartingalefuzzy random variable

Mathematics Subject Classification ID

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

Related Items (10)

Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time ⋮ Doob's Decomposition Theorem for Fuzzy (Super) Submartingales ⋮ On Set-Valued Stochastic Integrals ⋮ Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients ⋮ On the Theory of (Dual) Projection for Fuzzy Stochastic Processes ⋮ A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS ⋮ Regularity and stopping theorem for fuzzy martingales with continuous parameters ⋮ Bipartite fuzzy stochastic differential equations with global Lipschitz condition ⋮ Representation of fuzzy-valued mappings by the sequence of single-valued mappings ⋮ Stochastic integrals of set-valued processes and fuzzy processes

Cites Work

• Radon-Nikodým theorem and conditional expectation of fuzzy-valued measures and variables
• The calculus of fuzzy valued functions
• The strong law of large numbers for fuzzy random variables
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• A central limit theorem for fuzzy random variables
• Characterization of compact subsets of fuzzy sets
• Fuzzy random variables - I. Definitions and theorems
• Banach space-valued random variables and tensor products of Banach spaces
• Integrals, conditional expectations, and martingales of multivalued functions
• Fuzzy conditional expectation
• A note on the convergence of Banach-space valued martingales
• Limit theorems for fuzzy random variables
• A convergence theorem for set valued supermartingales with values in a separable banach space^∗
• Fuzzy random variables
• Convergence and representation theorems for set valued random processes

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