A note on Lévy subordinators in cones of fuzzy sets in Banach spaces

Author:

Urban Roman1

Affiliation:

1. Wroclaw University Institute of Mathematics Plac Grunwaldzki 2/4 50-384 Wroclaw Poland

Abstract

Abstract Let K be a fixed proper convex cone contained in a separable Banach space E. Our main result in this note is a construction of a fuzzy process taking values in K-positive fuzzy sets, i.e. in a cone F c c o n v K ( E ) $ \mathcal F_{\mathrm{cconv}}^{K}(E) $ of fuzzy sets contained in K. We prove that this process can be considered as a fuzzy Lévy subordinator (with values in F c c o n v K ( E ) $ \mathcal F_{\mathrm{cconv}}^{K}(E) $ ) or simply fuzzy F c c o n v K ( E ) $ \mathcal F_{\mathrm{cconv}}^{K}(E) $ -subordinator.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Reference20 articles.

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