The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Conditional credibility measure and conditional expected value are two important concepts in credibility theory. In this paper, we propose the definition of conditional expected value of fuzzy variable with respect to another fuzzy variable, which will be useful in fuzzy martingale theory. Then, some properties of this kind of conditional expected value are demonstrated, which offer researchers help...
The stochastic martingale is an important tool to study probability theory and stochastic processes, we propose a new definition of fuzzy martingale by using conditional credibility and conditional expected value for fuzzy variables in this paper. Some useful properties and theorems of fuzzy martingale are also deduced.
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.