Gaussian processes and martingales for fuzzy valued random variables with continuous parameter

DOI10.1016/S0020-0255(01)00074-3zbMath0988.60025OpenAlexW2002045806WikidataQ127898427 ScholiaQ127898427MaRDI QIDQ5946313

Shou-mei Li, Nguyen Trung Hung, Yukio Ogura

Publication date: 10 July 2002

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(01)00074-3

zbMATH Keywords

representation theoremembedding theoremfuzzy random variablesfuzzy-valued Gaussian processesset-valued martingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44) Fuzzy real analysis (26E50)

Related Items (8)

A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric \(\mathbf {H}_{\infty}\) ⋮ Fuzzy set-valued Gaussian processes and Brownian motions ⋮ Computational aspects of the coarsening at random model and the Shapley value ⋮ Overview on the development of fuzzy random variables ⋮ ON INEQUALITIES AND CRITICAL VALUES OF FUZZY RANDOM VARIABLES ⋮ Central limit theorems for generalized set-valued random variables ⋮ A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS ⋮ Donsker's fuzzy invariance principle under the Lindeberg condition

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