关于模糊集值随机积分的相关性质

Stochastic integrals of fuzzy set-valued processes and its properties

本文利用模糊集值随机积分的定义,运用集值随随机积分的相关性质,研究了模糊集值随机积分的可加性,鞅性及最大值不等式性质.

In this paper, using definitions of fuzzy set-valued processes stochastic integrals and properties of set-valued processes stochastic integrals, we study martingale property, addition property and the maximal inequality of stochastic integrals of fuzzy set-valued processes.