Fuzzy random variables, expectation, and martingales
Similar to \textit{M. L. Puri} and \textit{D. A. Ralescu} [ibid. 114, 409-422 (1986; Zbl 0592.60004)], the author introduces fuzzy random variables and the associated complete metric spaces. A fuzzy valued integral is defined and applied to the definition of conditional expectation and of fuzzy martingales. By using own results and results from \textit{F. Hiai} and \textit{H. Umegaki} [J. Multivariate Anal. 7, 149-182 (1977; Zbl 0368.60006)], some properties are proved which are fuzzy analoga of the classical ones.
scientific article; zbMATH DE number 635948