A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric H∞

Authors:
Shoumei Li;Yukio Ogura
Affiliations:
Department of Applied Mathematics, Beijing Polytechnic University, 100 Ping Le Yuan, Chao Yang District, Beijing, 100022, People's Republic of China;Department of Mathematics, Saga University, 1 Honjo-Machi, Saga, 840-8502, Japan
Venue:
Fuzzy Sets and Systems - Non-additive measures and random processes
Year:
2003

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Abstract

In this paper, we shall give a new embedding method to prove a convergence theorem for fuzzy-valued random variables in the sense of the extended Hausdorff metric H∞, without the restriction of fuzzy sets satisfying the Lipschitz condition.