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

Risultato della ricerca: Contributo su rivista › Articolo in rivista › 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.

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 - apr 2012
Pubblicato esternamente	Sì

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10.1016/j.spl.2012.01.011

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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.",

keywords = "Defuzzification of randomness, Fuzzy Brownian motion, Fuzzy random sets, Gaussian fuzzy process",

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KW - Defuzzification of randomness

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KW - Fuzzy random sets

KW - Gaussian fuzzy process

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DO - 10.1016/j.spl.2012.01.011

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JF - Statistics and Probability Letters

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A note on fuzzy set-valued Brownian motion

Abstract

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