• Journal of applied mathematics & informatics
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• v.6 no.1
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• pp.273-277
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• 1999

In this paper we will consider interval-valued martin-gales. We obtain several results parallel to the case of real-valued martingales. For example an $L_1$-bounded interval-valued martingale converges a.e. An interval-valued martingale ${{F_n}^\infty}_{n=1}$ is uniformly in-tegrable if and only if there is an interval-valued random variable F with $\parallel F \parallel _1<\infty$ such that $F_n=E(F\mid A_n)$, for all $n\geq 1$

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.04a
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• pp.394-397
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• 2004

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2006.05a
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• pp.370-373
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• 2006

In this paper, we consider set-valued aggregation operators and investigate some properties of them. Moreover, we define interval-valued Choquet integral aggregation operators and discuss their characterizations.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.1
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• pp.98-103
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• 2005

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.