Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154830 | Statistics & Probability Letters | 2012 | 6 Pages |
Abstract
In this paper, we prove that a fuzzy set-valued Brownian motion BtBt, as defined in Li and Guan (2007), can be handled by an RdRd-valued Wiener process btbt, in the sense that Bt=IbtBt=Ibt; i.e., it actually is the indicator function of a Wiener process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Enea G. Bongiorno,