Iterative method for non-adapted fuzzy stochastic differential equations

DOI10.3103/S1066369X21070045MaRDI QIDQ2234441zbMATH OpenOpenAlexWikidataFDO

Authors Hossein Jafari

Publication date 19 October 2021

Published in Russian Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066369x21070045

zbMATH Keywords

fuzzy stochastic integralfuzzy stochastic processMalliavin calculusSkorohod integral

Mathematics Subject Classification ID

Fuzzy ordinary differential equations (34A07) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A $D_E[0,1]$ representation of random upper semicontinuous functions
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• Fuzzy random variables
• scientific article; zbMATH DE number 5872864 (Why is no real title available?)
• scientific article; zbMATH DE number 46933 (Why is no real title available?)
• scientific article; zbMATH DE number 2133331 (Why is no real title available?)
• scientific article; zbMATH DE number 861670 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• Itô type stochastic fuzzy differential equations with delay
• Itô-Skorohod stochastic equations and applications to finance
• Linear stochastic differential equations and Wick products
• Martingale-type stochastic calculus for anticipating integral processes
• Modeling with Itô Stochastic Differential Equations
• ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
• Some properties of strong solutions to stochastic fuzzy differential equations
• Strong solutions to stochastic fuzzy differential equations of Itô type
• The Malliavin Calculus and Related Topics

Cited in

(3)

• ITERATIVE ALGORITHMS FOR A FUZZY SYSTEM OF RANDOM NONLINEAR EQUATIONS IN HILBERT SPACES
• Solving fractional gas dynamic equations with the Pythagorean fuzzy Laplace transform iterative method
• An innovative computational approach for fuzzy space-time fractional telegraph equation via the new iterative transform method

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