Please use this identifier to cite or link to this item: https://open.uns.ac.rs/handle/123456789/14288
Title: Fuzzy Random Variables, Expectation, and Martingales
Authors: Stojaković, Mila 
Issue Date: 15-Jun-1994
Journal: Journal of Mathematical Analysis and Applications
Abstract: Banach space valued fuzzy random variables on a complete σ-finite measure space (Ω, F, μ) are studied. Their fuzzy valued integral is defined and its properties are examined. Some connections between fuzzy integral and conditional expectation are given. The definition and some properties of fuzzy martingales are investigated. © 1994 Academic Press. All rights reserved.
URI: https://open.uns.ac.rs/handle/123456789/14288
ISSN: 0022247X
DOI: 10.1006/jmaa.1994.1224
Appears in Collections:FTN Publikacije/Publications

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