The purpose of this paper is to prove the convergence theorems of set-valued and fuzzy-valued martingales in Kuratowski-Mosco sense without assuming that their values are compact or of compact level sets.
Convergences of sequences of set-valued and fuzzy-set-valued functions
β Scribed by Lee-Chae Jang; Joong-Sung Kwon
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 409 KB
- Volume
- 93
- Category
- Article
- ISSN
- 0165-0114
No coin nor oath required. For personal study only.
β¦ Synopsis
We define some metrics on the space of integrably bounded multivalued functions and the space of integrably bounded fuzzy random variables with values in a separable Banach space. We also define various convergence of sequences of setvalued and fuzzy-set-valued functions. We investigate relationships among those convergences. Finally, we obtain Lebesguedominated convergence theorem for a sequence of fuzzy random variables.
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