CONVERGENCE THEOREMS FOR SET VALUED AND FUZZY VALUED MARTINGALES AND SMARTINGALES

CONVERGENCE THEOREMS FOR SET VALUED AND FUZZY VALUED MARTINGALES AND SMARTINGALES

The purpose of this paper is to give convergence theorems both for closed convex set valued and relative fuzzy valued martingales, and sub- and super- martingales. These kinds of martingales, sub- and super-martingales are the extension of classical real valued martingales, sub- and super-martingales. Here we compare two kinds of convergences, in the Hausdorff metric and in the Kuratowski-Mosco sense. We also introduce a new convergence for the fuzzy valued case in the graph sense and obtain convergence theorems.

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