FUZZY RANDOM-VARIABLES, EXPECTATION, AND MARTINGALES

[摘要] Banach space valued fuzzy random variables on a complete sigma-finite measure space (OMEGA, F, mu) are studied. Their fuzzy valued integral is defined and its properties are examined. Some connections between fuzzy integral and conditional expectation are given. The definition and some properties of fuzzy martingales are investigated. (C) 1994 Academic Press, Inc.

[发布日期] 1994-06-15