Decomposition Theorems for Semi-order Fuzzy Supermartingales and Submartingales  

作　　者：冯玉瑚 

出　　处：《Journal of China Textile University(English Edition)》2000年第2期96-99,共4页

摘　　要：Based on semi - order fuzzy supermaringales andsubmartingales, the semi- order fuzzy supermartingaleand submartingale theory is developed. The main resultis to generalize the Doob decomposition and the Riesz de-composition theorems of standard martingale theory tosemi - order fuzzy supermaringales and submartingales.The structure of semi - order fuzzy supermaringales andsubmartingales and the conditions of that they has Doobdecomposition (resp. Riesz decomposition) are discussedin detail.Based on semi - order fuzzy supermaringales and submartingales, the semi - order fuzzy supermartingale and submarllngale theory is developed. The main result is to generalize the Doob decomposition and the Riesz decomposition theorems of standard martingale theory to semi - order fuzzy supermaringales and submartingales. The structure of semi - order fuzzy supermaringales and submartingales and the conditions of that they has Doob decomposition (resp. Riesz decomposition) are discussed in detail.

关 键 词：Semi - order FUZZY SUPERMARTINGALE submartin-gale Doob DECOMPOSITION RIESZ DECOMPOSITION . 

分 类 号：O159[理学—数学]