Fuzzy martingales - A simple form of fuzzy processes

被引：12
作者：
Stojakovic, M [1 ]
机构：
[1] UNIV NOVI SAD, FAC ENGN, DEPT MATH, YU-21000 NOVI SAD, YUGOSLAVIA
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 1996年 / 14卷 / 03期
关键词：
fuzzy set; fuzzy random variable; martingale;
D O I：
10.1080/07362999608809443
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Fuzziness is discussed in the context of fuzzy random variable and a corresponding view of fuzzy martingale and some their properties are given. Fuzzy random variables are introduced as random variables whose values are not reals but fuzzy sets. In this paper we study fuzzy valued random processes in discrete time and with values in a set of fuzzy sets of separable Banach space.
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页码：355 / 367
页数：13
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