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Fuzzy random variables, conditional expectations and fuzzy valued martingales. (English) Zbl 0879.60001
Summary: The purpose of this paper is to study the fuzzy random variables whose level sets are not compact in general. We obtain the completeness of the space of fuzzy random variables, the existence theorem of conditional expectations, and regularity theorem and convergence theorems of fuzzy valued martingales.

##### MSC:
 60A99 Foundations of probability theory 60B99 Probability theory on algebraic and topological structures 60G48 Generalizations of martingales 03E72 Theory of fuzzy sets, etc.