• Title/Summary/Keyword: Skorohod space

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On compact convex subsets of fuzzy number space (퍼지 수 공간의 컴팩트 볼륵 집합에 관한 연구)

  • Kim, Yun-Kyong
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.05a
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    • pp.14-17
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    • 2003
  • By Mazur's theorem, the convex hull of a relatively compact subset a Banach space is also relatively compact. But this is not true any more in the space of fuzzy numbers endowed with the Hausdorff-Skorohod metric. In this paper, we establish a necessary and sufficient condition for which the convex hull of K is also relatively compact when K is a relatively compact subset of the space F(R$\^$k/) of fuzzy numbers of R$\^$k/ endowed with the Hausdorff-Skorohod metric.

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WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

  • Kim, Yoon Tae
    • Korean Journal of Mathematics
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    • v.22 no.1
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    • pp.71-84
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    • 2014
  • By using the multidimensional normal approximation of functionals of Gaussian fields, we prove that functionals of Gaussian fields, as functions of t, converge weakly to a standard Brownian motion. As an application, we consider the convergence of the Stratonovich-type Riemann sums, as a function of t, of fractional Brownian motion with Hurst parameter H = 1/4.