FUZZY RANDOM-VARIABLES, EXPECTATION, AND MARTINGALES

被引：19

作者：

STOJAKOVIC, M

机构：

[1] Univ Novi Sad, Inst Math

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1994年 / 184卷 / 03期

关键词：

D O I：

10.1006/jmaa.1994.1224

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Banach space valued fuzzy random variables on a complete sigma-finite measure space (OMEGA, F, mu) are studied. Their fuzzy valued integral is defined and its properties are examined. Some connections between fuzzy integral and conditional expectation are given. The definition and some properties of fuzzy martingales are investigated. (C) 1994 Academic Press, Inc.

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页码：594 / 606

页数：13

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