• DocumentCode
    1797337
  • Title

    A new kind of fuzzy martingale

  • Author

    Cui-Lian You ; Xiao-Yan Jiao ; Xiang-Yi Li

  • Author_Institution
    Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
  • Volume
    1
  • fYear
    2014
  • fDate
    13-16 July 2014
  • Firstpage
    41
  • Lastpage
    45
  • Abstract
    The stochastic martingale is an important tool to study probability theory and stochastic processes, we propose a new definition of fuzzy martingale by using conditional credibility and conditional expected value for fuzzy variables in this paper. Some useful properties and theorems of fuzzy martingale are also deduced.
  • Keywords
    fuzzy set theory; probability; stochastic processes; conditional credibility; conditional expected value; fuzzy martingale; probability theory; stochastic martingale; Abstracts; Tin; Conditional expected value; Expected value; Fuzzy martingale; Fuzzy variable;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Machine Learning and Cybernetics (ICMLC), 2014 International Conference on
  • Conference_Location
    Lanzhou
  • ISSN
    2160-133X
  • Print_ISBN
    978-1-4799-4216-9
  • Type

    conf

  • DOI
    10.1109/ICMLC.2014.7009089
  • Filename
    7009089
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1797337