Doob's Decomposition Theorem for Fuzzy (Super) Submartingales

DOI10.1081/SAP-120030448zbMATH Open1056.60041OpenAlexW2058413825MaRDI QIDQ3158160FDOQ3158160

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cites Work

• Fuzzy random variables
• Integrals, conditional expectations, and martingales of multivalued functions
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• A unified approach to fuzzy random variables
• Limit theorems for fuzzy random variables
• On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
• The strong law of large numbers for fuzzy random variables
• Convergence theorem for fuzzy martingales
• Convergence theorems for fuzzy random variables and fuzzy martingales
• Separability for graph convergence of sequences of fuzzy-valued random variables
• A convergence theorem for set valued supermartingales with values in a separable banach space^∗
• Fuzzy martingales - a simple form of fuzzy processes^∗
• Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time

Cited In (12)

• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
• Decomposition theorems for fuzzy supermartingales and submartingales
• Finitely Additive Supermartingales and Differences of Martingales and Adapted Increasing Processes
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• Title not available (Why is that?)
• Doob's decomposition of set-valued submartingales via ordered near vector spaces
• On the Theory of (Dual) Projection for Fuzzy Stochastic Processes
• Regularity and stopping theorem for fuzzy martingales with continuous parameters
• Semi-order fuzzy supermartingales and submartingales with continuous time
• On solutions to fuzzy stochastic differential equations with local martingales
• Statistical aspects of fuzzy monotone set-valued stochastic processes. Application to birth-and-growth processes

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