Convergence theorems for fuzzy random variables and fuzzy martingales
In this paper we discuss the properties of fuzzy random variables and fuzzy conditional expectation. Some extended results of dominated convergence theorems for fuzzy random variables are proved. We define the concept of a right-closed fuzzy martingale and give the necessary and sufficient conditions of right closability for fuzzy martingales. The convergence theorem for fuzzy martingales is also extended. (C) 1999 Elsevier Science B.V. All rights reserved.
fuzzy random variable fuzzy martingale fuzzy conditional expectation dominated convergence theorem right closability