关于模糊集值随机积分的一种新定义及相关性质

Stochastic Integrals of Fuzzy Set-valued Processes and Its two Properties

利用集值随机积分定义和水平截集方法,给出了模糊集值随机积分的一种新定义,并研究了模糊集值随机积分的鞅性和可加性.

Based on the definition of set-valued processes stochastic integrals, a new definition of stochastic integrals of fuzzy set-valued processes is offered by means of level set. Martingale property and addition property of stochastic integrals of fuzzy set-valued processes are also studied in this paper.