• Journal of the Korean Statistical Society
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• 제28권1호
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• pp.21-34
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• 1999

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.

• Korean Journal of Mathematics
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• 제2권
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• pp.57-64
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• 1994