Fuzzy random variables, expectation, and martingales
type: Item
instance of: scholarly article
title: Fuzzy random variables, expectation, and martingales
zbMATH Open document ID: 0808.60005
author: Mila Stojaković
published in: Journal of Mathematical Analysis and Applications
publication date: 1995-03-15T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60A99
Mathematics Subject Classification ID: 03E72
zbMATH DE Number: 635948
zbMATH Keywords: fuzzy random variables
zbMATH Keywords: fuzzy valued integral
zbMATH Keywords: conditional expectation
zbMATH Keywords: fuzzy martingales
reviewed by: Wolfgang Näther
MaRDI profile type: Publication
full work available at URL: jmaa.1994.1224
OpenAlex ID: W2061645150
DOI: 10.1006/JMAA.1994.1224
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description: scientific article; zbMATH DE number 635948