In this paper, we prove that a fuzzy set-valued Brownian motion $B_t$, as defined by Li and Guan in 2007, 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.
A Note on Fuzzy Set-Valued Brownian Motion / E.G. Bongiorno. - [s.l] : Arxiv (Cornell University Library), 2011 Sep 28.
A Note on Fuzzy Set-Valued Brownian Motion
E.G. BongiornoPrimo
2011
Abstract
In this paper, we prove that a fuzzy set-valued Brownian motion $B_t$, as defined by Li and Guan in 2007, 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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