Imprecise set and fuzzy valued probability

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Назив:	Imprecise set and fuzzy valued probability
Аутори:	Stojaković, Mila
Датум издавања:	15-јун-2011
Часопис:	Journal of Computational and Applied Mathematics
Сажетак:	Set valued probability and fuzzy valued probability theory is used for analyzing and modeling highly uncertain probability systems. In this paper the set valued probability and fuzzy valued probability are defined over the measurable space. They are derived from a set and fuzzy valued measure using restricted arithmetics. The range of set valued probability is the set of subsets of the unit interval and the range of fuzzy valued probability is the set of fuzzy sets of the unit interval. The expectation with respect to set valued and fuzzy valued probability is defined and some properties are discussed. Also, the fuzzy model is applied to binomial model for the price of a risky security. © 2011 Published by Elsevier B.V. All rights reserved.
URI:	https://open.uns.ac.rs/handle/123456789/15931
ISSN:	03770427
DOI:	10.1016/j.cam.2010.01.016
Налази се у колекцијама:	FTN Publikacije/Publications