Semi-order fuzzy supermartingales and submartingales with continuous time

被引：2

作者：

Feng, YH ^{[1
]}

Zhu, XL ^{[1
]}

机构：

[1] Donghua Univ, Dept Math Appl, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 2002年 / 130卷 / 01期

关键词：

fuzzy number; fuzzy random variable; semi-order fuzzy supermartingale; Riesz decomposition; Doob-Meyer decomposition; fuzzy-valued measures;

D O I：

10.1016/S0165-0114(02)00118-5

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

A new suitable semi-order in the fuzzy number space (E-n, D), the semi-order fuzzy supermartingales and submartingales with continuous time and their characteristics are introduced. The famous Riesz decomposition and Doob-Meyer decomposition theorems in standard martingale theory are generalized to semi-order fuzzy supermartingales. The proof of Doob-Meyer decomposition is rather technical and so the theory of fuzzy-valued measures generated by increasing fuzzy processes is developed. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：75 / 86

页数：12

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