Convergence of set-valued and fuzzy-valued martingales

DOI10.1016/S0165-0114(97)00092-4zbMATH Open0933.60041MaRDI QIDQ1302247FDOQ1302247

Authors: Yukio Ogura, Shoumei Li 

Publication date: 4 April 2000

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

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zbMATH Keywords

set-valued martingaleKuratowski-Mosco convergencemartingale selectionfuzzy-valued martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic processes (60G99)

Cites Work

• Convergence of convex sets and of solutions of variational inequalities
• Integrals, conditional expectations, and martingales of multivalued functions
• On the continuity of the Young-Fenchel transform
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
• Limit theorems for fuzzy random variables
• On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
• Convergence theorem for fuzzy martingales
• Representations and regularity of multivalued martingales
• On the relations between two types of convergence for convex functions
• On the Convergence of Closed-Valued Measurables Multifunctions
• Title not available (Why is that?)

Cited In (19)

• Separability for graph convergence of sequences of fuzzy-valued random variables
• Set-valued and interval-valued stationary time series
• Convergence theorem for fuzzy martingales
• Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense
• On the convergence of fuzzy martingales
• A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS
• Local convergence theorems for set-valued martingales
• Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
• Convergence theorems for set-valued martingales and semimartingales
• Strong laws of large numbers for independent fuzzy set-valued random variables
• A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\)
• Cones and decomposition of sub- and supermartingales
• Stochastic integral with respect to set-valued square integrable martingales
• A constrained interval-valued linear regression model: a new heteroscedasticity estimation method
• Fuzzy set-valued Gaussian processes and Brownian motions
• Decomposition and representation theorem of set-valued amarts
• Semi-order fuzzy supermartingales and submartingales with continuous time
• LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF FUZZY SET-VALUED RANDOM VARIABLES
• Almost sure convergence of set-valued generalized martingales and submartingales

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