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EUSFLAT
2009

Convergence Theorems for Generalized Random Variables and Martingales

8 years 11 months ago
Convergence Theorems for Generalized Random Variables and Martingales
We examine generalizations of random variables and martingales. We prove a new convergence theorem for setvalued martingales. We also generalize a well known characterization of set-valued random variables to the fuzzy setting. Keywords-- Banach space, fuzzy, martingale, random variable, set-valued. 1 Set-valued random variables and martingales The theory of conditional expectations and martingales has been established for Banach space-valued, Bochnerintegrable functions. Hiai and Umegaki have then generalized random variables, conditional expectations and martingales to the set-valued (multivalued) setting in [1]. We will assume that the reader is familiar with the basic ideas
Andrew L. Pinchuck
Added 17 Feb 2011
Updated 17 Feb 2011
Type Journal
Year 2009
Where EUSFLAT
Authors Andrew L. Pinchuck
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