DOOB'S DECOMPOSITION OF FUZZY SUBMARTINGALES VIA ORDERED NEAR VECTOR SPACES

Authors

  • COENRAAD C. A. LABUSCHAGNE Programme in Advanced Mathematics of Finance, Department of Computational and Applied Mathematics, University of the Witwatersrand, Johannesburg, Private Bag 3, 2050 WITS, South Africa
  • ANDREW L. PINCHUCK Department of Mathematics, Rhodes University, P.O. Box 94, Grahamstown, 6140, South Africa

Keywords:

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Abstract

We use ideas from measure-freemartin gale theory and a near vector space to derive a Doob decomposition of submartingalesin ordered near vector spaces, which is a generalization of result noted by Daures, Ni and Zhang, and an analogue of the Doob decomposition of submartingales in the fuzzy setting, as noted by Shen and Wang.

Additional Files

Published

12/21/2011

Issue

Vol. 2 No. 1 (2011): JNAO

Section

Research Articles

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Copyright (c) 2010 Journal of Nonlinear Analysis and Optimization: Theory & Applications

Creative Commons License

This work is licensed under aย Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.