# American Institute of Mathematical Sciences

September  2015, 5(3): 435-452. doi: 10.3934/mcrf.2015.5.435

## Strong law of large numbers for upper set-valued and fuzzy-set valued probability

 1 Qilu Securities Institute for Financial Studies, Shandong University, Jinan 250100, China, China 2 School of Mathematics, Shandong University, Jinan 250100, China

Received  October 2014 Revised  February 2015 Published  July 2015

In this paper, we introduce the concepts of upper-lower set-valued probabilities and related upper-lower expectations for random variables. With a new concept of independence for random variables, we show a strong law of large numbers for upper-lower set-valued probabilities. Furthermore, we extend those concepts and theorem to the case of fuzzy-set.
Citation: Zengjing Chen, Yuting Lan, Gaofeng Zong. Strong law of large numbers for upper set-valued and fuzzy-set valued probability. Mathematical Control & Related Fields, 2015, 5 (3) : 435-452. doi: 10.3934/mcrf.2015.5.435
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