Iterative method for non-adapted fuzzy stochastic differential equations
DOI10.3103/S1066369X21070045zbMATH Open1477.60087OpenAlexW3191714578WikidataQ115223240 ScholiaQ115223240MaRDI QIDQ2234441FDOQ2234441
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
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Cites Work
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- Strong solutions to stochastic fuzzy differential equations of Itô type
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- Itô type stochastic fuzzy differential equations with delay
- Some properties of strong solutions to stochastic fuzzy differential equations
- Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
- Itô-Skorohod stochastic equations and applications to finance
- Martingale-type stochastic calculus for anticipating integral processes
- Linear stochastic differential equations and Wick products
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