Semi-order fuzzy supermartingales and submartingales with continuous time. (English) Zbl 1015.60039
Authors’ summary: A new suitable semi-order in the fuzzy number space, the semi-order fuzzy supermartingales and submartingales with continuous time and their characteristics are introduced. The famous Riesz decomposition and Doob-Meyer decomposition theorems in standard martingale theory are generalized to semi-order supermartingales. The proof of Doob-Meyer decomposition is rather technical and so the theory of fuzzy-valued measures generated by increasing fuzzy processes is developed.
Reviewer: Wolfgang Näther (Freiberg)
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