Imprecise set and fuzzy valued probability

被引：11
|
作者：
Stojakovic, Mila [1 ]
机构：
[1] Univ Novi Sad, Fac Tech Sci, Dept Math, Novi Sad 21000, Serbia
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2011年 / 235卷 / 16期
关键词：
Set valued probability; Fuzzy valued probability; Expectation; INTERVAL-PROBABILITY; UNCERTAINTY;
D O I：
10.1016/j.cam.2010.01.016
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Set valued probability and fuzzy valued probability theory is used for analyzing and modeling highly uncertain probability systems. In this paper the set valued probability and fuzzy valued probability are defined over the measurable space. They are derived from a set and fuzzy valued measure using restricted arithmetics. The range of set valued probability is the set of subsets of the unit interval and the range of fuzzy valued probability is the set of fuzzy sets of the unit interval. The expectation with respect to set valued and fuzzy valued probability is defined and some properties are discussed. Also, the fuzzy model is applied to binomial model for the price of a risky security. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：4524 / 4531
页数：8
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