Convergence theorem for fuzzy martingales (Q1178471)
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English | Convergence theorem for fuzzy martingales |
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Convergence theorem for fuzzy martingales (English)
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26 June 1992
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Fuzzy-valued measures and their relationship to fuzzy random variables are studied. The concept of conditional expectation for fuzzy random variable is proposed. The authors prove the Radon-Nikodym theorem in this setting and a convergence theorem for fuzzy martingale.
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fuzzy-valued measures
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fuzzy random variables
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convergence theorem for fuzzy martingale
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