A Note on Fuzzy Set--Valued Brownian Motion
arXiv:1109.6167 · doi:10.1016/j.spl.2012.01.011
Abstract
In this paper, we prove that a fuzzy set--valued Brownian motion , as defined in [1], can be handle by an --valued Wiener process , in the sense that $B_t =\indicator{b_t}$; i.e. it is actually the indicator function of a Wiener process.