𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Decomposition theorems for fuzzy supermartingales and submartingales

✍ Scribed by Yuhu Feng

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
138 KB
Volume
116
Category
Article
ISSN
0165-0114

No coin nor oath required. For personal study only.

✦ Synopsis

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 su cient conditions of that fuzzy supermartingale or submartingale (resp. supermartingale) has Doob decomposition (resp. Riesz decomposition) are discussed in detail.

πŸ“œ SIMILAR VOLUMES

Lebesgue decomposition theorem for Οƒ-fin
Lebesgue decomposition theorem for Οƒ-finite signed fuzzy measures
✍ Qiang Zhang; Yang Xu; Wen Du πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 444 KB

Further research on signed fuzzy measures is made. Lebesgue decomposition theorems for a-finite signed fuzzy measures and fuzzy measures are proved under the null-null additive condition. Thus, the relative result in classical measure theory is generalized.

Convergence theorems for fuzzy random va
Convergence theorems for fuzzy random variables and fuzzy martingales
✍ Yuhu Feng πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 478 KB

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 condition