Convergence theorems for fuzzy random variables and fuzzy martingales

被引：24

作者：

Feng, YH ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 1999年 / 103卷 / 03期

关键词：

fuzzy random variable; fuzzy conditional expectation; dominated convergence theorem; fuzzy martingale; right closability;

D O I：

10.1016/S0165-0114(97)00180-2

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In this paper we discuss the properties of fuzzy random variables and fuzzy conditional expectation. Some extended results of dominated convergence theorems for fuzzy random variables are proved. We define the concept of a right-closed fuzzy martingale and give the necessary and sufficient conditions of right closability for fuzzy martingales. The convergence theorem for fuzzy martingales is also extended. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：435 / 441

页数：7

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