A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\) (Q1874069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\) |
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A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\) (English)
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22 May 2003
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A new embedding method for fuzzy-valued random variables with the same expectation is used to prove a convergence theorem for fuzzy-valued martingales in the sense of \(H_\infty\). The considered fuzzy subsets do not need to satisfy the Lipschitz condition.
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fuzzy-valued random variable
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fuzzy-valued martingale
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extended Hausdorff metric space
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