Decomposition theorems for fuzzy supermartingales and submartingales

DOI10.1016/S0165-0114(98)00065-7zbMath0966.60042OpenAlexW2071989824MaRDI QIDQ1590610

Yuhu Feng

Publication date: 12 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0165-0114(98)00065-7

zbMATH Keywords

submartingaleRiesz decompositionsupermartingaleDoob decompositionfuzzy martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Fuzzy measure theory (28E10)

Related Items (8)

Cones and decomposition of sub- and supermartingales ⋮ Overview on the development of fuzzy random variables ⋮ The solutions of linear fuzzy stochastic differential systems. ⋮ An approach to generalize laws of large numbers for fuzzy random variables ⋮ Note on ``Sums of independent fuzzy random variables ⋮ Statistical aspects of fuzzy monotone set-valued stochastic processes. Application to birth-and-growth processes ⋮ On the convergence of fuzzy martingales ⋮ Semi-order fuzzy supermartingales and submartingales with continuous time

Cites Work

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• Metric spaces of fuzzy sets
• On the convergence of fuzzy sets
• Measurability concepts for fuzzy mappings
• Convergence theorem for fuzzy martingales
• Convergence theorems for fuzzy random variables and fuzzy martingales
• Gaussian fuzzy random variables
• Fuzzy random variables
• Fuzzy differential equations

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