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Semi-order Fuzzy Supermartingales and Submartingales
Authors:Feng Yuhu
Affiliation:Feng YuhuDepartment of Applied Mathematics,China Textile University,Shanghai,200051Lab . of Computer Science,Institute of Software,Chinese Academy of Science,Beijing,100080
Abstract:There are some mathematical models (see Example 2.4) and analogous results in standard martingale theory which can not be described by the usual fuzzy martingale theory because of the lack of corresponding semi - order in the fuzzy number space (En, D). In this paper, a suitable semi - order in the fuzzy number space (EA, D) and the semi - order fuzzy supermartingale and submar-tingalc are introduced, the charateristics of semi - order supcrmartingalcs and submartingales, as well as the Dood's stopping theorem for them(the bounded stopping times theorem and the general stopping times theorem for a class of closable semi - order fuzzy supermartin-galcs and submartingale s) are established.
Keywords:Fuzzy number   fuzzy random variable   semi -order fuzzy supermartingale   submartingale    Doob's stop-ping theorem.
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