A note on fuzzy set–valued Brownian motion

Enea Giuseppe BONGIORNO

doi:10.1016/j.spl.2012.01.011

A note on fuzzy set–valued Brownian motion

Enea Giuseppe BONGIORNO

Dipartimento di Studi per l'Economia e l'Impresa

Risultato della ricerca: Contributo su rivista › Articolo in rivista

Abstract

In this paper, we prove that a fuzzy set-valued Brownian motion Bt, as defined in Li and Guan (2007), can be handled by an R^d-valued Wiener process b_t, in the sense that B_t=I_{b_t}; i.e., it actually is the indicator function of a Wiener process.

Lingua originale	Inglese
pagine (da-a)	827-832
Numero di pagine	6
Rivista	Statistics and Probability Letters
Volume	82
Numero di pubblicazione	4
DOI	https://doi.org/10.1016/j.spl.2012.01.011
Stato di pubblicazione	Pubblicato - 2012

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10.1016/j.spl.2012.01.011

http://hdl.handle.net/11579/35771

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DO - 10.1016/j.spl.2012.01.011

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JO - Statistics and Probability Letters

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A note on fuzzy set–valued Brownian motion

Abstract

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