Convergence theorem for fuzzy martingales

@inproceedings{Puri1991ConvergenceTF,
  title={Convergence theorem for fuzzy martingales},
  author={Madan Lal Puri and Dan A. Ralescu},
  year={1991}
}
Abstract We study fuzzy set-valued measures in a Banach space and their relationships to fuzzy random variables. Our main result is a convergence theorem for fuzzy martingales. Our tool is a Radon-Nikodym type theorem for fuzzy measures which are absolutely continuous with respect to probability measures. 

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