In this paper, we prove that a fuzzy set-valued Brownian motion Bt, as defined in Li and Guan (2007), can be handled by an R^d-valued Wiener process b_t, in the sense that B_t=I_{b_t}; i.e., it actually is the indicator function of a Wiener process.
A note on fuzzy set–valued Brownian motion
BONGIORNO, Enea Giuseppe
2012-01-01
Abstract
In this paper, we prove that a fuzzy set-valued Brownian motion Bt, as defined in Li and Guan (2007), can be handled by an R^d-valued Wiener process b_t, in the sense that B_t=I_{b_t}; i.e., it actually is the indicator function of a Wiener process.File in questo prodotto:
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