Fuzzy martingales - a simple form of fuzzy processes∗

DOI10.1080/07362999608809443MaRDI QIDQ5687776zbMATH OpenOpenAlexFDO

Authors Mila Stojaković

Publication date 21 April 1997

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

Full work available at URL https://doi.org/10.1080/07362999608809443

zbMATH Keywords

fuzzy random variablefuzzy setmartingale

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Generalizations of martingales (60G48)

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Cites work

• A central limit theorem for fuzzy random variables
• A convergence theorem for set valued supermartingales with values in a separable banach space^∗
• A note on the convergence of Banach-space valued martingales
• Banach space-valued random variables and tensor products of Banach spaces
• Characterization of compact subsets of fuzzy sets
• Convergence and representation theorems for set valued random processes
• Fuzzy conditional expectation
• Fuzzy random variables
• Fuzzy random variables - I. Definitions and theorems
• Integrals, conditional expectations, and martingales of multivalued functions
• Limit theorems for fuzzy random variables
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Radon-Nikodým theorem and conditional expectation of fuzzy-valued measures and variables
• The calculus of fuzzy valued functions
• The strong law of large numbers for fuzzy random variables

Cited in

(13)

• Representation of fuzzy-valued mappings by the sequence of single-valued mappings
• Stochastic integrals of set-valued processes and fuzzy processes
• The theory of fuzzy stochastic processes
• Regularity and stopping theorem for fuzzy martingales with continuous parameters
• Bipartite fuzzy stochastic differential equations with global Lipschitz condition
• Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
• Right continuous fuzzy set-valued stochastic processes with left limitation
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• Doob's Decomposition Theorem for Fuzzy (Super) Submartingales
• A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
• scientific article; zbMATH DE number 486989 (Why is no real title available?)
• On Set-Valued Stochastic Integrals
• On the Theory of (Dual) Projection for Fuzzy Stochastic Processes

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