A Note on Fuzzy Set--Valued Brownian Motion
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.
math.PR↗