Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
The purpose of this paper is to investigate fuzzy-valued Gaussian processes and martingales with continuous parameters. \textit{M. L. Puri} and \textit{D. A. Ralescu} [Ann. Probab. 13, 1373-1379 (1985; Zbl 0583.60011)] gave the first representation theorem for the fuzzy-valued random variables whose level sets are non-empty compact convex sets in \(\mathbb{R}^n\) by using the embedding method under the Lipschitz condition. The main result of the paper consists in rebuilding the embedding theorem, and proving the same representation theorem but for the fuzzy-valued random variables whose level sets are non-empty bounded closed convex sets in a separable Banach space, without the Lipschitz condition. Then this result is extended to the fuzzy-valued Gaussian processes and to the set-valued martingales.
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- Differentials of fuzzy functions
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