Title :
A new kind of fuzzy martingale
Author :
Cui-Lian You ; Xiao-Yan Jiao ; Xiang-Yi Li
Author_Institution :
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
Abstract :
The stochastic martingale is an important tool to study probability theory and stochastic processes, we propose a new definition of fuzzy martingale by using conditional credibility and conditional expected value for fuzzy variables in this paper. Some useful properties and theorems of fuzzy martingale are also deduced.
Keywords :
fuzzy set theory; probability; stochastic processes; conditional credibility; conditional expected value; fuzzy martingale; probability theory; stochastic martingale; Abstracts; Tin; Conditional expected value; Expected value; Fuzzy martingale; Fuzzy variable;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2014 International Conference on
Conference_Location :
Lanzhou
Print_ISBN :
978-1-4799-4216-9
DOI :
10.1109/ICMLC.2014.7009089
