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math.PR2017
Levy processes in cones of fuzzy vectors
Jan Schneider, Roman Urban
The general problem of how to construct stochastic processes which are confined to stay in a predefined cone (in the one-dimensional but also multi-dimensional case also referred t…
math.PR2017
Convergence of fuzzy random walks to a standard Brownian motion
Jan Schneider, Roman Urban
In this note - starting from -dimensional (with ) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X…