Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time

Fuzzy random variables are introduced as random variables whose values are not reals but fuzzy sets. The concepts of fuzzy conditional expectation and fuzzy (super, sub) martingales are given. In this paper we study Doob's stopping theorem on fuzzy (super, sub) martingales with discrete paramet...

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Bibliographic Details
Published in:	Fuzzy sets and systems Vol. 135; no. 3; pp. 377 - 390
Main Authors:	Fei, Weiyin, Wu, Rangquan, Shao, Shihuang
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01-05-2003
Subjects:	Doob's stopping theorem Fuzzy (super sub) martingales Fuzzy conditional expectation Fuzzy random variable Right closability Fuzzy random variable Fuzzy (super sub) martingales Fuzzy conditional expectation Right closability Doob's stopping theorem
Online Access:	Get full text
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Summary:	Fuzzy random variables are introduced as random variables whose values are not reals but fuzzy sets. The concepts of fuzzy conditional expectation and fuzzy (super, sub) martingales are given. In this paper we study Doob's stopping theorem on fuzzy (super, sub) martingales with discrete parameters.
ISSN:	0165-0114 1872-6801
DOI:	10.1016/S0165-0114(02)00213-0