On the formalization of fuzzy random variables (Q5946312)

The aim of this interesting note is to discuss and to propose a new mathematical formalization of the concept of fuzzy random variable (FRV). The main result, based on a recently submitted paper of the same authors, consists in formalizing the FRVs on the basis of their connection with cadlag random elements defined with cadlag functions, i.e., the class of functions \(f: [0,1]\to E\) (where \(E\) is a complete and separable metric space) that are right-continuous, left-continuous at \(t=1\), and have left-hand limits everywhere. The space of normal upper continuous functions with compact support is shown to be a suitable choice as formalization of FRVs, since stochastic processes of random sets with cadlag paths are proved to be equivalent to FRVs.