An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132): Difference between revisions

Latest revision as of 21:22, 4 August 2024

scientific article; zbMATH DE number 7713318

Language	Label	Description	Also known as
English	An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	scientific article; zbMATH DE number 7713318

Statements

instance of

scholarly article

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title

An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (English)

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published in

Stochastics and Dynamics

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publication date

17 July 2023

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zbMATH Keywords

fuzzy sets

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fuzzy stochastic integral

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stochastic differential equation

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sub-fractional Brownian motion

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Picard's iteration method

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2

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Sub-fractional Brownian motion and its relation to occupation times

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Integrals, conditional expectations, and martingales of multivalued functions

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Fuzzy stochastic differential equations driven by fractional Brownian motion

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Measurability for fuzzy valued functions

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ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

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Q2777844

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Q4650359

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Stochastic delay evolution equations driven by sub-fractional Brownian motion

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Strong solutions to stochastic fuzzy differential equations of Itô type

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Some properties of strong solutions to stochastic fuzzy differential equations

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Itô type stochastic fuzzy differential equations with delay

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Fractional Brownian Motions, Fractional Noises and Applications

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Computing option price for Lévy process with fuzzy parameters

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Fuzzy random variables

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An approximate approach to fractional analysis for finance

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Stochastic integration with respect to the sub-fractional Brownian motion with

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Inner product spaces of integrands associated to subfractional Brownian motion

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On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

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A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework

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Pricing European options based on the fuzzy pattern of Black-Scholes formula.

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The valuation of European options in uncertain environment

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Identifiers

zbMATH Open document ID

1524.60010

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DOI

10.1142/s021949372350017x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6171132

@@ Property / cites work @@
+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+Integrals, conditional expectations, and martingales of multivalued functions
+Normal rank
@@ Property / cites work @@
+Fuzzy stochastic differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Measurability for fuzzy valued functions
@@ Property / cites work: Measurability for fuzzy valued functions / rank @@
+Normal rank
@@ Property / cites work @@
+ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
@@ Property / cites work: ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Q2777844
@@ Property / cites work: Q2777844 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4650359
@@ Property / cites work: Q4650359 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic delay evolution equations driven by sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Strong solutions to stochastic fuzzy differential equations of Itô type
+Normal rank
@@ Property / cites work @@
+Some properties of strong solutions to stochastic fuzzy differential equations
+Normal rank
@@ Property / cites work @@
+Itô type stochastic fuzzy differential equations with delay
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Computing option price for Lévy process with fuzzy parameters
+Normal rank
@@ Property / cites work @@
+Fuzzy random variables
@@ Property / cites work: Fuzzy random variables / rank @@
+Normal rank
@@ Property / cites work @@
+An approximate approach to fractional analysis for finance
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to the sub-fractional Brownian motion with
+Normal rank
@@ Property / cites work @@
+Inner product spaces of integrands associated to subfractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
+Normal rank
@@ Property / cites work @@
+A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework
+Normal rank
@@ Property / cites work @@
+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
+Normal rank
@@ Property / cites work @@
+The valuation of European options in uncertain environment
+Normal rank
@@ Property / Wikidata QID @@
+Q117219362
@@ Property / Wikidata QID: Q117219362 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6171132