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The Hahn decomposition theorem for fuzzy measures and applications

โœ Scribed by Giuseppina Barbieri; Maria Antonietta Lepellere; Hans Weber

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
139 KB
Volume
118
Category
Article
ISSN
0165-0114

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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