Fuzzy set-valued Gaussian processes and Brownian motions (Q2372223)

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Fuzzy set-valued Gaussian processes and Brownian motions
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    Fuzzy set-valued Gaussian processes and Brownian motions (English)
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    25 July 2007
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    The concept of normality for fuzzy random variables was introduced by \textit{M. L. Puri} and \textit{D. A. Ralescu} [Ann. Probab. 13, 1373--1379 (1985; Zbl 0583.60011)]. Using this definition, \textit{S. Li, Y. Ogura} and \textit{H. T. Nguyen} Inf. Sci. 133, No.~1--2, 7--21 (2001; Zbl 0988.60025)] have introduced fuzzy-set valued Gaussian processes. In this paper the authors prove additional properties of fuzzy-set valued Gaussian processes. Moreover, they introduce and discuss a fuzzy-set valued Brownian motion. Comment of the reviewer: The importance of normality for random fuzzy sets, unfortunately, is very restricted since a Gaussian fuzzy random variable is nothing more than a deterministic fuzzy set shifted by a real Gaussian random variable.
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    fuzzy-set valued random variables
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    fuzzy-set valued Gaussian processes
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    fuzzy-set valued Brownian motion
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