Bongiorno, Enea G. - In: Statistics & Probability Letters 82 (2012) 4, pp. 827-832
In this paper, we prove that a fuzzy set-valued Brownian motion Bt, as defined in Li and Guan (2007), can be handled by an Rd-valued Wiener process bt, in the sense that Bt=Ibt; i.e., it actually is the indicator function of a Wiener process.