A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric H_

DOI10.1016/S0165-0114(02)00145-8MaRDI QIDQ1874069zbMATH OpenFDO

Authors Yukio Ogura, Shoumei Li

Publication date 22 May 2003

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

Full work available at URL https://doi.org/10.1016/S0165-0114(02)00145-8

zbMATH Keywords

extended Hausdorff metric spacefuzzy-valued martingalefuzzy-valued random variable

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Generalizations of martingales (60G48)

Review text

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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Cited in

(15)

• Convergence theorem for fuzzy martingales
• Set-valued Brownian motion
• Cones and decomposition of sub- and supermartingales
• Fuzzy set-valued Gaussian processes and Brownian motions
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
• scientific article; zbMATH DE number 1240562 (Why is no real title available?)
• LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF FUZZY SET-VALUED RANDOM VARIABLES
• A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS
• Convergence theorems for adapted sequences of random sets
• Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
• Overview on the development of fuzzy random variables
• On Borel measurability and large deviations for fuzzy random variables
• Strong laws of large numbers for independent fuzzy set-valued random variables
• Stochastic integral with respect to set-valued square integrable martingales

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