A note on fuzzy set-valued Brownian motion

DOI10.1016/J.SPL.2012.01.011zbMATH Open1252.60082arXiv1109.6167OpenAlexW2001944413MaRDI QIDQ434728FDOQ434728

Authors: Enea G. Bongiorno 

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this paper, we prove that a fuzzy set--valued Brownian motion $B_t$, as defined in [1], can be handle by an $R^d$--valued Wiener process $b_t$, in the sense that $B_t=indicator{b}_t$; i.e. it is actually the indicator function of a Wiener process.

Full work available at URL: https://arxiv.org/abs/1109.6167

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zbMATH Keywords

defuzzification of randomnessfuzzy Brownian motionFuzzy random setsGaussian fuzzy process

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Fuzzy probability (60A86)

Cites Work

• Title not available (Why is that?)
• Limit theorems and applications of set-valued and fuzzy set-valued random variables
• Pettis integral and measure theory
• A $D_E[0,1]$ representation of random upper semicontinuous functions
• Set-valued stochastic differential equation in M-type 2 Banach space
• Fuzzy set-valued Gaussian processes and Brownian motions
• Title not available (Why is that?)
• Stochastic morphological evolution equations

Cited In (8)

• On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution
• A fuzzy set-valued autoregressive moving average model and its applications
• Set-valued Brownian motion
• Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
• Lévy subordinators in cones of fuzzy sets
• Donsker's fuzzy invariance principle under the Lindeberg condition
• Fuzzy set-valued Gaussian processes and Brownian motions
• A decomposition theorem for fuzzy set-valued random variables

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