Title :
A convergence theorem of fuzzy martingales
Author :
Li, Shoumei ; Ogura, Yukio
Author_Institution :
Fac. of Sci. & Eng., Saga Univ., Japan
Abstract :
The purpose of this paper is to prove a convergence theorem of fuzzy martingales. This kind of martingales is the extension of classical martingales and set valued martingales. The result also generalizes Hiai and Umegaki´s (1977) convergence theorem of set valued martingale but we do not need the separability of the dual space 𝔛* of the original Banach space 𝔛
Keywords :
convergence; classical martingales; convergence theorem; fuzzy martingales; set valued martingales; Convergence; Extraterrestrial measurements; Fuzzy sets; Random variables;
Conference_Titel :
Fuzzy Systems, 1996., Proceedings of the Fifth IEEE International Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-3645-3
DOI :
10.1109/FUZZY.1996.551756
