Decomposition theorems for fuzzy supermartingales and submartingales

Fuzzy Sets and Systems

Volumn 116, Issue 2, 2000, Pages 225-235

  Feng, Yuhu ^a  

^a DONGHUA UNIVERSITY   (China)

Author keywords

Doob decomposition; Fuzzy martingale; Riesz decomposition; Submartingale; Supermartingale

Indexed keywords

EID: 0001499117     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-0114(98)00065-7     Document Type: Article

References (10)

1. D. Butnariu, Measurability concepts for fuzzy mappings, Fuzzy Sets and Systems 31 (1989) 77-82.
2. P. Diamond, P. Kloeden, Metric space of fuzzy set, Fuzzy Sets and Systems 35 (1990) 241-249.
3. Yuhu Feng, Convergence theorems for fuzzy random variables and fuzzy martingales, Fuzzy Sets and Systems 103 (1999) 435-441.
4. Yuhu Feng, Gaussian fuzzy random variables, Fuzzy Sets and Systems 111 (2000) 325-330.
5. S.W. He, J.G. Wang, J.A. Yan, Semimartingale Theory and Stochastic Calculus, Science Press and CRC Press, Boca Raton-Ann Arbor-London-Tokyo, 1992.
6. O. Kaleva, On the convergence of fuzzy sets, Fuzzy Sets and Systems 17 (1985) 53-65.
7. O. Kaleva, Fuzzy differential equation, Fuzzy Sets and Systems 24 (1987) 301-317.
8. M.L. Puri, D.A. Ralescu, Fuzzy random variables, J. Math. Anal. Appl. 114 (1986) 409-422.
9. M.L. Puri, D.A. Ralescu, Convergence theorems for fuzzy martingales, J. Math. Anal. Appl. 160 (1991) 107-122.
10. R.T. Rockafellar, Convex Analysis, 2nd Printing, Princeton University Press, Princeton, NJ, 1972.