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A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric $$\mathbf {H}_{\infty}$$. (English) Zbl 1020.60036
A new embedding method for fuzzy-valued random variables with the same expectation is used to prove a convergence theorem for fuzzy-valued martingales in the sense of $$H_\infty$$. The considered fuzzy subsets do not need to satisfy the Lipschitz condition.

##### MSC:
 60G48 Generalizations of martingales 03E72 Theory of fuzzy sets, etc.
Full Text:
##### References:
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