A note on fuzzy set-valued Brownian motion

Enea G. Bongiorno

doi:10.1016/j.spl.2012.01.011

A note on fuzzy set-valued Brownian motion

Enea G. Bongiorno

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we prove that a fuzzy set-valued Brownian motion B _t, as defined in Li and Guan (2007), can be handled by an Rd-valued Wiener process b _t, in the sense that Bt=Ibt; i.e.,it actually is the indicator function of a Wiener process.

Original language	English
Pages (from-to)	827-832
Number of pages	6
Journal	Statistics and Probability Letters
Volume	82
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2012.01.011
Publication status	Published - Apr 2012
Externally published	Yes

Keywords

Defuzzification of randomness
Fuzzy Brownian motion
Fuzzy random sets
Gaussian fuzzy process

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10.1016/j.spl.2012.01.011

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title = "A note on fuzzy set-valued Brownian motion",

abstract = "In this paper, we prove that a fuzzy set-valued Brownian motion B t, as defined in Li and Guan (2007), can be handled by an Rd-valued Wiener process b t, in the sense that Bt=Ibt; i.e.,it actually is the indicator function of a Wiener process.",

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AB - In this paper, we prove that a fuzzy set-valued Brownian motion B t, as defined in Li and Guan (2007), can be handled by an Rd-valued Wiener process b t, in the sense that Bt=Ibt; i.e.,it actually is the indicator function of a Wiener process.

KW - Defuzzification of randomness

KW - Fuzzy Brownian motion

KW - Fuzzy random sets

KW - Gaussian fuzzy process

UR - https://www.scopus.com/pages/publications/84856567128

U2 - 10.1016/j.spl.2012.01.011

DO - 10.1016/j.spl.2012.01.011

M3 - Article

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VL - 82

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

A note on fuzzy set-valued Brownian motion

Abstract

Keywords

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