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

被引：17

作者：

Li, SM

Ogura, Y

Nguyen, HT

机构：

[1] Beijing Polytech Univ, Dept Math Appl, Beijing 100022, Peoples R China

[2] Saga Univ, Dept Math, Saga 840, Japan

[3] New Mexico State Univ, Dept Math Sci, Las Cruces, NM 88003 USA

来源：

INFORMATION SCIENCES | 2001年 / 133卷 / 1-2期

关键词：

D O I：

10.1016/S0020-0255(01)00074-3

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The purpose of this paper is to discuss fuzzy valued Gaussian processes and martingales with continuous parameter. We mainly obtain a representation theorem for fuzzy valued Gaussian processes after proving a new embedding theorem. Based on previous results about set valued and fuzzy valued martingales (cf. [S. Li, Y. Ogura, J. Fuzzy Math. 4 (1996) 905; S. Li, Y. Ogura, Fuzzy Sets and Systems 101 (1999) 453; S. Li, Y. Ogura, Am. Probab. 26 (1998) 1384-1402; S; Li, Y. Ogura, in: Proc. IFSA '97, vol. 4, 1997, pp. 9-13; S. Li, Y. Ogura, in: C. Bertoluzza, M,A. Gil, D.A. Ralescu (Eds.), Statistical Modeling, Analysis and Management of Fuzzy Data, Physica tin press); Y. Ogura, S. Li, Fuzzy Sets and Systems (in press)]), we prove optional sampling theorems for set valued and fuzzy valued martingales with continuous parameter. (C) 2001 Elsevier Science Inc. All rights reserved.

引用

页码：7 / 21

页数：15

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