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A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS

Department of Applied Mathematics, Beijing University of Technology, 100 Ping Le Yuan, Chao Yang District, Beijing 100022, P. R. China

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JINPING ZHANG

Department of Applied Mathematics, Beijing University of Technology, 100 Ping Le Yuan, Chao Yang District, Beijing 100022, P. R. China

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https://doi.org/10.1142/S0218488505003436Cited by:3 (Source: Crossref)

Abstract

In this paper, we shall first give a general method for convergence theorem of fuzzy set-valued random variables. By using this "sandwich" method, we give the proofs of convergence theorems for fuzzy set-valued martingales, sub- and supermartingales in the sense of the extended Hausdorff metric H_∞. Also we shall state a convergence result about uniform amarts.

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