Fuzzy martingales - a simple form of fuzzy processes*
作者:
Mila Stojaković,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1996)
卷期:
Volume 14,
issue 3
页码: 355-367
ISSN:0736-2994
年代: 1996
DOI:10.1080/07362999608809443
出版商: Marcel Dekker, Inc.
关键词: Fuzzy set;Fuzzy Random Variable;Martingale
数据来源: Taylor
摘要:
Fuzziness is discussed in the context of fuzzy random variable and a corresponding view of fuzzy martingale and some their properties are given. Fuzzy random variables are introduced as random variables whose values are not reals but fuzzy sets. In this paper we study fuzzy valued random processes in discrete time and with values in a set of fuzzy sets of separable Banach space.
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