模糊集值鞅和模糊集值平方可积鞅
Fuzzy Set-Valued Martingales and Fuzzy Set-Valued Square Integrable Martingales
摘要: 本文中,我们首先介绍了一些必要的符号、定义,在第二部分中给出了一些集值和模糊集的相关定理及证明,第三部分中我们给出了模糊集值鞅的定义及模糊集值平方可积鞅的表示定理,并对该表示定理进行了证明,同时讨论了可分的模糊集值随机过程,对部分定理进行了证明。
Abstract: In this paper, we first introduce some necessary symbols and definitions. In the second part, we give some related theorems and proofs of set-valued and fuzzy sets. In the third part, we give the definition of fuzzy set-valued martingale and the representation theorem of fuzzy set-valued square integrable martingale, and prove the representation theorem; at the same time, we discuss the separable fuzzy set-valued random process, and prove some theorems.
文章引用:王源, 李俊刚. 模糊集值鞅和模糊集值平方可积鞅[J]. 应用数学进展, 2022, 11(1): 16-21. https://doi.org/10.12677/AAM.2022.111003

参考文献

[1] Kwakernaak, H. (1978) Fuzzy Random Variables: Definition and Theorems. Information Sciences, 15, 1-29. [Google Scholar] [CrossRef
[2] Féron, R. (1976) Ensembles aléatoire flous. Comptes rendus de l’Académie des Sciences Série A, 182, 903-906.
[3] Puri, M.L. and Ralescu, D.A. (1986) Fuzzy Random Variables. Journal of Mathematical Analysis and Applications, 114, 409-422. [Google Scholar] [CrossRef
[4] 张文修, 李寿梅, 汪振鹏, 高勇. 集值随机过程引论[M]. 北京: 科学出版社, 2007: 430-437.
[5] Hu, S. and Papageorgiou, N.S. (1997) Handbook of Multivalued Analysis. Kluwer Academic Publishers, Dordrecht. [Google Scholar] [CrossRef
[6] Li, S., Li, J. and Li, X. (2010) Stochastic Integral with Respect to Set-Valued Square Integrable Martingales. Journal of Mathematical Analysis and Applications, 370, 659-671. [Google Scholar] [CrossRef
[7] Li, S. and Ren, A. (2007) Representation Theorems, Set-Valued and Fuzzy Set-Valued Ito Integral. Fuzzy Sets and System, 158, 949-962. [Google Scholar] [CrossRef
[8] Li, S., Ogura, Y. and Kreinovich, V. (2002) Limit Theorems and Applications of Set-Valued and Fuzzy Set-Valued Random Variables. Kluwer Academic Publishers, Dordrecht. [Google Scholar] [CrossRef