A note on fuzzy set-valued Brownian motion

DOI10.1016/J.SPL.2012.01.011zbMATHOpenAlexMaRDI QIDQ434728FDO

Authors Enea G. Bongiorno

Publication date 16 July 2012

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

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

zbMATH Keywords

defuzzification of randomnessfuzzy Brownian motionFuzzy random setsGaussian fuzzy process

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 1336739 (Why is no real title available?)
• scientific article; zbMATH DE number 1745905 (Why is no real title available?)
• A $D_E[0,1]$ representation of random upper semicontinuous functions
• Fuzzy set-valued Gaussian processes and Brownian motions
• Limit theorems and applications of set-valued and fuzzy set-valued random variables
• Pettis integral and measure theory
• Set-valued stochastic differential equation in M-type 2 Banach space
• Stochastic morphological evolution equations

Cited in

(8)

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

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