Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time

被引：13

作者：

Fei, WY

Wu, RQ

Shao, SH

机构：

[1] Donghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R China

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

[3] Donghua Univ, Sch Informat & Technol, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 2003年 / 135卷 / 03期

基金：

中国国家自然科学基金;

关键词：

fuzzy random variable; fuzzy conditional expectation; fuzzy; (super; sub); martingales; Doob's stopping theorem; right closability;

D O I：

10.1016/S0165-0114(02)00213-0

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Fuzzy random variables are introduced as random variables whose values are not reals but fuzzy sets. The concepts of fuzzy conditional expectation and fuzzy (super, sub) martingales are given. In this paper we study Doob's stopping theorem on fuzzy (super, sub) martingales with discrete parameters. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：377 / 390

页数：14

共 25 条

[1] RADON-NIKODYM THEOREM AND CONDITIONAL-EXPECTATION OF FUZZY-VALUED MEASURES AND VARIABLES [J].