Decomposition Theorems for Semi-order Fuzzy Supermartingales and Submartingales |
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| Authors: | Feng Yuhu |
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| Affiliation: | Feng YuhuDepartment of Applied Mathematics,China Textile University,Shanghai,200051Lab . of Computer Science,Institute of Software,Chinese Academy of Science,Beijing 100080 |
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| Abstract: | Based on semi - order fuzzy supermaringales and submartingales, the semi - order fuzzy supermartingale and submarllngale theory is developed. The main result is to generalize the Doob decomposition and the Riesz decomposition theorems of standard martingale theory to semi - order fuzzy supermaringales and submartingales. The structure of semi - order fuzzy supermaringales and submartingales and the conditions of that they has Doob decomposition (resp. Riesz decomposition) are discussed in detail. |
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| Keywords: | Semi - order fuzzy supermartingale submartin-gale Doob decomposition Riesz decomposition . |
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