Decomposition theorems for fuzzy supermartingales and submartingales

被引：10

作者：

Feng, YH ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 2000年 / 116卷 / 02期

关键词：

fuzzy martingale; supermartingale; submartingale; Doob decomposition; Riesz decomposition;

D O I：

10.1016/S0165-0114(98)00065-7

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Doob decomposition and Riesz decomposition theorems in standard martingale theory are generalized to fuzzy martingales. The concepts of two types of Riesz decomposition for fuzzy supermartingales are given and the necessary and sufficient conditions of that fuzzy supermartingale or submartingale (resp, supermartingale) has Doob decomposition (resp. Riesz decomposition) are discussed in detail. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：225 / 235

页数：11

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