Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
type: Item
instance of: scholarly article
title: Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
zbMATH Open document ID: 1020.60035
DOI: 10.1016/S0165-0114(02)00213-0
author: Weiyin Fei
author: Rangquan Wu
author: Shi-Huang Shao
published in: Fuzzy Sets and Systems
publication date: 2003-05-22T00:00:00Z
review text: Doob's stopping theorem is proved for the case of fuzzy (super, sub) martingales with discrete time. All proofs are up to high level of mathematical analysis.
reviewed by: Krzysztof Piasecki
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 03E72
zbMATH DE Number: 1915166
zbMATH Keywords: fuzzy random variable
zbMATH Keywords: fuzzy conditional expectation
zbMATH Keywords: fuzzy martingales
zbMATH Keywords: Doob's stopping theorem
zbMATH Keywords: right closability
MaRDI profile type: Publication
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full work available at URL: s0165-0114(02)00213-0
OpenAlex ID: W2051934312
description: scientific article; zbMATH DE number 1915166