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arXiv · 1109.6167

A Note on Fuzzy Set--Valued Brownian Motion

Enea Giuseppe Bongiorno
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Abstract

In this paper, we prove that a fuzzy set--valued Brownian motion $B_t$, as defined in [1], can be handle by an $R^d$--valued Wiener process $b_t$, in the sense that $B_t =\indicator{b_t}$; i.e. it is actually the indicator function of a Wiener process.

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Enea Giuseppe Bongiorno. 2011-09-28. A Note on Fuzzy Set--Valued Brownian Motion. https://doi.org/10.1016/j.spl.2012.01.011

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