Decomposition and representation theorem of set-valued amarts

Authors:
Shoumei Li;Li Guan
Affiliations:
Department of Applied Mathematics, Beijing University of Technology, 100 Pingleyuan, Chaoyang District, Beijing 100022, PR China;Department of Applied Mathematics, Beijing University of Technology, 100 Pingleyuan, Chaoyang District, Beijing 100022, PR China
Venue:
International Journal of Approximate Reasoning
Year:
2007

Citing 1
Cited 2

Convergence of set-valued and fuzzy-valued martingales

Fuzzy Sets and Systems

Representation theorems, set-valued and fuzzy set-valued Ito integral

Fuzzy Sets and Systems
The space of fuzzy set-valued square integrable martingales

FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper, we shall prove some properties of set-valued asymptotic martingale (amart for short) and provide an optional sampling theorem. We shall also prove a quasi-Risez decomposition theorem for set-valued amarts. Finally we shall discuss the existence of selections of set-valued amarts and give a representation theorem of compact convex set-valued amarts.