Levy processes in cones of fuzzy vectors
Probability
2017-11-07 v1
Abstract
The general problem of how to construct stochastic processes which are confined to stay in a predefined cone (in the one-dimensional but also multi-dimensional case also referred to as \emph{subordinators}) is of course known to be of great importance in the theory and a myriad of applications.\par But fuzzy stochastic processes are considered in this context for the first time in this paper:\par By first relating with each proper convex cone in a certain cone of fuzzy vectors and subsequently using some specific Banach space techniques we have been able to produce as many pairs of fuzzy \L processes and cones of fuzzy vectors such that are -subordinators.
Cite
@article{arxiv.1711.01586,
title = {Levy processes in cones of fuzzy vectors},
author = {Jan Schneider and Roman Urban},
journal= {arXiv preprint arXiv:1711.01586},
year = {2017}
}