A note on Lévy subordinators in cones of fuzzy sets in Banach spaces
DOI10.1515/MS-2022-0053zbMATH Open1492.60008OpenAlexW4285101787MaRDI QIDQ2144646FDOQ2144646
Authors: Roman Urban
Publication date: 14 June 2022
Published in: Mathematica Slovaca (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/ms-2022-0053
Recommendations
fuzzy setsHausdorff distanceconvex setsPettis integralBochner integralfuzzy vectorscone-subordinatorscones in Banach spaces\(K\)-positive fuzzy Lévy processLévy processes in Banach spaces
Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Fuzzy probability (60A86)
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- Exotic option pricing and advanced Lévy models.
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- Fuzzy set-valued Gaussian processes and Brownian motions
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- An embedding theorem for convex fuzzy sets
- Lévy subordinators in cones of fuzzy sets
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