• DocumentCode
    303972
  • Title

    A convergence theorem of fuzzy martingales

  • Author

    Li, Shoumei ; Ogura, Yukio

  • Author_Institution
    Fac. of Sci. & Eng., Saga Univ., Japan
  • Volume
    1
  • fYear
    1996
  • fDate
    8-11 Sep 1996
  • Firstpage
    290
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Fuzzy Systems, 1996., Proceedings of the Fifth IEEE International Conference on
  • Conference_Location
    New Orleans, LA
  • Print_ISBN
    0-7803-3645-3
  • Type

    conf

  • DOI
    10.1109/FUZZY.1996.551756
  • Filename
    551756