메뉴 건너뛰기




Volumn 130, Issue 1, 2002, Pages 75-86

Semi-order fuzzy supermartingales and submartingales with continuous time

Author keywords

Doob Meyer decomposition; Fuzzy number; Fuzzy random variable; Fuzzy valued measures; Riesz decomposition; Semi order fuzzy supermartingale

Indexed keywords


EID: 0037119254     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-0114(02)00118-5     Document Type: Article
Times cited : (2)

References (15)
  • 1
    • 33747971584 scopus 로고
    • A subjective approach for ranking fuzzy numbers
    • L.M. Campos A. González A subjective approach for ranking fuzzy numbers Fuzzy Sets and Systems 29 1989 145 153
    • (1989) Fuzzy Sets and Systems , vol.29 , pp. 145-153
    • Campos, L.M.1    González, A.2
  • 3
    • 0040987826 scopus 로고    scopus 로고
    • The λ-average value and the fuzzy expectation of a fuzzy random variable
    • M.L. Diaz M.A. Gil The λ -average value and the fuzzy expectation of a fuzzy random variable Fuzzy Sets and Systems 99 1998 347 352
    • (1998) Fuzzy Sets and Systems , vol.99 , pp. 347-352
    • Diaz, M.L.1    Gil, M.A.2
  • 4
    • 0033130963 scopus 로고    scopus 로고
    • Convergence theorems for fuzzy random variables and fuzzy martingales
    • Y. Feng Convergence theorems for fuzzy random variables and fuzzy martingales Fuzzy Sets and Systems 103 1999 435 441
    • (1999) Fuzzy Sets and Systems , vol.103 , pp. 435-441
    • Feng, Y.1
  • 5
    • 0001499117 scopus 로고    scopus 로고
    • Decomposition theorems for fuzzy supermartingales and submartingales
    • Y. Feng Decomposition theorems for fuzzy supermartingales and submartingales Fuzzy Sets and Systems 116 2000 225 235
    • (2000) Fuzzy Sets and Systems , vol.116 , pp. 225-235
    • Feng, Y.1
  • 6
    • 0035898963 scopus 로고    scopus 로고
    • Fuzzy-valued mappings with finite variation, fuzzy-valued measures and fuzzy-valued lebesgue-stieltjes integrals
    • Y. Feng Fuzzy-valued mappings with finite variation, fuzzy-valued measures and fuzzy-valued lebesgue-stieltjes integrals Fuzzy Sets and Systems 121 2001 225 234
    • (2001) Fuzzy Sets and Systems , vol.121 , pp. 225-234
    • Feng, Y.1
  • 7
    • 85120113656 scopus 로고    scopus 로고
    • Y. Feng, Regularity of continuous-time fuzzy martingales, Joint 9th IFSA World Congress and 20th NAFIPS International Conference, Vancouver, Canada, July 25–28, IEEE Press, New York, 2001, pp. 824–828.
  • 8
    • 85120096938 scopus 로고
    • S.W. He J.G. Wang J.A. Yan Semimartingale Theory and Stochastic Calculus 1992 Science Press, CRC Press Boca Raton, Ann Arbor, London, Tokyo
    • (1992)
    • He, S.W.1    Wang, J.G.2    Yan, J.A.3
  • 9
    • 0023573517 scopus 로고
    • Fuzzy differential equation
    • O. Kaleva Fuzzy differential equation Fuzzy Sets and Systems 24 1987 301 317
    • (1987) Fuzzy Sets and Systems , vol.24 , pp. 301-317
    • Kaleva, O.1
  • 11
    • 0000074041 scopus 로고    scopus 로고
    • Convergence of set-valued and fuzzy-valued martingales
    • S. Li Y. Ogura Convergence of set-valued and fuzzy-valued martingales Fuzzy Sets and Systems 101 1999 453 461
    • (1999) Fuzzy Sets and Systems , vol.101 , pp. 453-461
    • Li, S.1    Ogura, Y.2
  • 13
    • 0000810441 scopus 로고
    • Convergence theorems for fuzzy martingales
    • M.L. Puri D.A. Ralescu Convergence theorems for fuzzy martingales J. Math. Anal. Appl. 160 1991 107 122
    • (1991) J. Math. Anal. Appl. , vol.160 , pp. 107-122
    • Puri, M.L.1    Ralescu, D.A.2
  • 14
    • 0022093460 scopus 로고
    • Inequality relation between fuzzy numbers and its use in fuzzy optimization
    • J. Ramik J. Řimanek Inequality relation between fuzzy numbers and its use in fuzzy optimization Fuzzy Sets and Systems 16 1985 123 138
    • (1985) Fuzzy Sets and Systems , vol.16 , pp. 123-138
    • Ramik, J.1    Řimanek, J.2
  • 15
    • 0024739697 scopus 로고
    • New algorithn for the ranking procedure in fuzzy decision-making
    • T.V. Tseng C.M. Klein New algorithn for the ranking procedure in fuzzy decision-making IEEE Trans. Systems Man Cybernet. 19 1989 1289 1296
    • (1989) IEEE Trans. Systems Man Cybernet. , vol.19 , pp. 1289-1296
    • Tseng, T.V.1    Klein, C.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.