| Riesz Decomposition Theorems for Continuous-time Fuzzy Supermartingales |
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| 引用本文： | 冯玉瑚. Riesz Decomposition Theorems for Continuous-time Fuzzy Supermartingales[J]. 东华大学学报(英文版), 2001, 18(3) |
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| 作者姓名： | 冯玉瑚 |
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| 作者单位： | Feng YuhuDepartment of Applied Mathematics，Dong Hua University，Shanghai，200051 |
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| 摘 要： | 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.
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Riesz Decomposition Theorems for Continuous-time Fuzzy Supermartingales |
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| Feng Yuhu. Riesz Decomposition Theorems for Continuous-time Fuzzy Supermartingales[J]. Journal of Donghua University, 2001, 18(3) |
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| Authors: | Feng Yuhu |
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| Affiliation: | Department of Applied Mathematics, Dong Hua University, Shanghai, 200051 |
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| Abstract: | 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. |
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| Keywords: | Fuzzy number fuzzy martingale fuzzy supermartingale fuzzy potential Riesz decomposition. |
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