Riesz Decomposition Theorems for Continuous-time Fuzzy Supermartingales  

作　　者：Feng Yuhu(冯玉瑚) 

机构地区：[1]Department of Applied Mathematics, Dong Hua University, Shanghai, 200051

出　　处：《Journal of Donghua University(English Edition)》2001年第3期20-23,共4页东华大学学报（英文版）

摘　　要：Compared with discrete- time fuzzy supermartingales, the structure and the properties of trajectories for continuous-time fuzzy supermartingales are more complex. This paper focuses on Riesz decomposition for continuous-time fuzzy supermartingales. The concepts of two types of Riesz decomposition (Riesz decomposition and level Riesz decomposition) are given and some necessary and sttfficient conditions of that a continuous time fuzzy supermartingale has Riesz decomposition are discussed in detail.Compared with discrete-time fuzzy supermartingales, the structure and the properties of trajectories for continuous-time fuzzy supermartingales are more complex. This paper focuses on Riesz decomposition for continuous-time fuzzy supermartingales. The concepts of two types of Riesz decomposition (Riesz decomposition and level Riesz decomposition) are given and some necessary and sufficient conditions of that a continuous-time fuzzy supermartingale has Riesz decomposition are discussed in detail.

关 键 词：FUZZY number  FUZZY martingale  FUZZY SUPERMARTINGALE   FUZZY potential  RIESZ decomposition. 

分 类 号：O1[理学—数学]