A note on fuzzy set-valued Brownian motion

Enea G. Bongiorno

Statistics & Probability Letters, 2012, vol. 82, issue 4, 827-832

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 Rd-valued Wiener process bt, in the sense that Bt=Ibt; i.e., it actually is the indicator function of a Wiener process.

Keywords: Fuzzy random sets; Fuzzy Brownian motion; Gaussian fuzzy process; Defuzzification of randomness (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2012.01.011

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