A note on fuzzy set-valued Brownian motion (Q434728): Difference between revisions

In [\textit{I. Molchanov}, Theory of random sets. Probability and Its Applications. London: Springer. (2005; Zbl 1109.60001)], the following Open Problem is formulated: Define a set-valued analogue of the Wiener process and the corresponding stochastic integral. In Li and Guan (2007) this problem is tackled by defining a fuzzy (\(d\)-dimensional) set-valued Brownian motion. Now, in this paper, the author proves that such a Brownian motion is equivalent to consider simply a Wiener process in the \(d\)-dimensional Euklidean space. Moreover, in the Appendix, he provides an alternative proof to Molchanov's proposition 1.30.