Doob's Decomposition Theorem for Fuzzy (Super) Submartingales

DOI10.1081/SAP-120030448zbMath1056.60041OpenAlexW2058413825MaRDI QIDQ3158160

Rangquan Wu, Weiyin Fei

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120030448

zbMATH Keywords

support functionfuzzy conditional expectationDoob's decompositionfuzzy random varialesfuzzy sub-martingalefuzzy super-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients, On the Theory of (Dual) Projection for Fuzzy Stochastic Processes, A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS, On solutions to fuzzy stochastic differential equations with local martingales, Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients, Regularity and stopping theorem for fuzzy martingales with continuous parameters, Statistical aspects of fuzzy monotone set-valued stochastic processes. Application to birth-and-growth processes

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