Gaussian processes and martingales for fuzzy valued random variables with continuous parameter

DOI10.1016/S0020-0255(01)00074-3MaRDI QIDQ5946313zbMATH OpenOpenAlexWikidataFDO

Authors Shoumei Li, Yukio Ogura, Hung T. Nguyen

Publication date 10 July 2002

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0020-0255(01)00074-3

zbMATH Keywords

embedding theoremfuzzy random variablesfuzzy-valued Gaussian processesrepresentation theoremset-valued martingales

Mathematics Subject Classification ID

Fuzzy real analysis (26E50) Gaussian processes (60G15) Martingales with continuous parameter (60G44)

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Cites work

• A generalized strong law of large numbers
• Central limit theorem for Banach space valued fuzzy random variables
• Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense
• Convergence of set-valued and fuzzy-valued martingales
• Convergence theorem for fuzzy martingales
• Differentials of fuzzy functions
• scientific article; zbMATH DE number 3647828 (Why is no real title available?)
• scientific article; zbMATH DE number 3886197 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1240562 (Why is no real title available?)
• scientific article; zbMATH DE number 1014575 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• Limit theorems for fuzzy random variables
• Limit theorems for sums of independent, compact, random subsets of Euclidean space
• On embedding problems of fuzzy number space. V
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Representations and regularity of multivalued martingales
• Separability for graph convergence of sequences of fuzzy-valued random variables
• Stochastic integrals of set-valued processes and fuzzy processes
• The concept of normality for fuzzy random variables

Cited in

(10)

• Central limit theorems for generalized set-valued random variables
• A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\)
• Gaussian fuzzy random variables
• Donsker's fuzzy invariance principle under the Lindeberg condition
• Fuzzy set-valued Gaussian processes and Brownian motions
• Computational aspects of the coarsening at random model and the Shapley value
• ON INEQUALITIES AND CRITICAL VALUES OF FUZZY RANDOM VARIABLES
• Fuzzy martingales - a simple form of fuzzy processes^∗
• A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS
• Overview on the development of fuzzy random variables

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