Journal of the Korean Statistical Society

  • 제28권1호
  • /
  • Pages.21-34
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  • 1999
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  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
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Limit Theorems for Fuzzy Martingales

  • 발행 : 1999.03.01
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초록

In this paper, conditional expectation of a fuzzy random variable is introduced and its properties are investigated. Using this, we introduce the concept of fuzzy martingales and prove some convergence theorems which generalize te corresponding results for the classical martingales.

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참고문헌

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