Convergence Theorems for Set Valued and Fuzzy Valued Martingales and Smartingales

نویسندگان

  • Shoumei Li
  • Yukio Ogura
چکیده

The purpose of this paper is to give convergence theorems both for closed convex set valued and relative fuzzy valued martingales, and suband supermartingales. These kinds of martingales, suband super-martingales are the extension of classical real valued martingales, suband super-martingales. Here we compare two kinds of convergences, in the Hausdor metric and in the Kuratowski-Mosco sense. We also introduce a new convergence for the fuzzy valued case in the graph sense and obtain convergence theorems.

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تاریخ انتشار 1999