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冯玉瑚 《东华大学学报(英文版)》2000,(2)
Based on semi - order fuzzy supermaringales andsubmartingales, the semi- order fuzzy supermartingaleand submartingale theory is developed. The main resultis to generalize the Doob decomposition and the Riesz de-composition theorems of standard martingale theory tosemi - order fuzzy supermaringales and submartingales.The structure of semi - order fuzzy supermaringales andsubmartingales and the conditions of that they has Doobdecomposition (resp. Riesz decomposition) are discussedin detail. 相似文献
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冯玉瑚 《东华大学学报(英文版)》2001,18(3)
Compared with discrete-time fuzzy supermartingales, the structure and the properties of trajectories for continuous-time fuzzy supermartingales are more complex. This paper focuses on Riesz decomposition for continuous-time fuzzy supermartingales. The concepts of two types of Riesz decomposition (Riesz decomposition and level Riesz decomposition) are given and some necessary and sufficient conditions of that a continuous-time fuzzy supermartingale has Riesz decomposition are discussed in detail. 相似文献
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冯玉瑚 《东华大学学报(英文版)》2000,(1)
There are some mathematical models(see Example2.4)and analogous results in standard martingale theorywhich can not be described by the usual fuzzy martingaletheory because of the lack of corresponding semi-orderin the fuzzy number space(E~n,D).In this paper,asuitable semi-order in the fuzzy number space(E~n,D)and the semi-order fuzzy supermartingale and submar-tingale are introduced,the charaterlstics of semi-ordersupermartingales and submartingales,as well as theDood's stopping theorem for them(the bounded stoppingtimes theorem and the general stopping times theoremfor a class of closable semi-order fuzzy supermartin-gales and submartingales)are established. 相似文献
4.
冯玉瑚 《东华大学学报(英文版)》1996,(2)
Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect to local time. 相似文献
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通过对连续模糊数的定义,在模糊数序列的极限值为连续模糊数的条件下,证明了模糊数序列的度量收敛、水平收敛以及图收敛这3种收敛性相互等价,并在文中给出了相应的举例,说明其有效性。 相似文献
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模糊线性回归模型的参数估计 总被引:1,自引:0,他引:1
对观测值为梯形模糊数的线性回归模型,通过一个适当的距离利用最小二乘法讨论参数估计的存在性。对于一元线性回归得到参数估计的解析表达式,对多元线性回归的参数估计转化为二次规划问题。文中例子说明了模型的适用性。 相似文献
8.
冯玉瑚 《东华大学学报(英文版)》2002,19(4)
There are more than one mode of convergence with respect to the fuzzy set sequences. In this paper, common six modes of convergence and their relationships are discussed. These six modes are convergence in uniform metric D, convergence in separable metric Dp or Dp*, 1≤p<∞, convergence in level set, strong convergence in level set and weak convergence. Suitable counterexamples are given. The necessary and sufficient conditions of convergence in uniform metric D are described. Some comments on the convergence of LR-fuzzy number sequences are represented. 相似文献
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冯玉瑚 《东华大学学报(自然科学版)》1982,(4)
在[1]中定理6.4.3给出:S~W_p(n,∑)则s_11,s_22……s_pp,2s_12,2s_13……??个元的特征函数■,其中■都是空p×p维实对称矩阵,此结论是正确的.在此基础上,[1]又给出cov■,这个结论是错误的.令n=2.p=2,∑=I不难验证这一点. 相似文献