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Convergence theorems for fuzzy random variables and fuzzy martingales

โœ Scribed by Yuhu Feng

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
478 KB
Volume
103
Category
Article
ISSN
0165-0114

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โœฆ Synopsis

In this paper we discuss the properties of fuzzy random variables and fuzzy conditional expectation. Some extended results of dominated convergence theorems for fuzzy random variables are proved. We define the concept of a right-closed fuzzy martingale and give the necessary and sufficient conditions of right closability for fuzzy martingales. The convergence theorem for fuzzy martingales is also extended. (~) 1999 Elsevier Science B.V. All rights reserved.

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