A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric H-infinity

作者：Li SM^*; Ogura Y

来源：Fuzzy Sets and Systems, 2003, 135(3): 391-399.

DOI：10.1016/S0165-0114(02)00145-8

• fuzzy-valued random variable
• fuzzy-valued martingale
• extended Hausdorff metric H-infinity

In this paper, we shall give a new embedding method to prove a convergence theorem for fuzzy-valued random variables in the sense of the extended Hausdorff metric H-infinity, without the restriction of fuzzy sets satisfying the Lipschitz condition.

• 出版日期2003-5-1
• 单位北京工业大学