A Note on Fuzzy Set--Valued Brownian Motion
Probability
2012-01-25 v1
Abstract
In this paper, we prove that a fuzzy set--valued Brownian motion , as defined in [1], can be handle by an --valued Wiener process , in the sense that ; i.e. it is actually the indicator function of a Wiener process.
Cite
@article{arxiv.1109.6167,
title = {A Note on Fuzzy Set--Valued Brownian Motion},
author = {Enea Giuseppe Bongiorno},
journal= {arXiv preprint arXiv:1109.6167},
year = {2012}
}