On equations with a fuzzy stochastic integral with respect to semimartingales

DOI10.1007/978-3-642-33042-1_11MaRDI QIDQ2805776zbMATH OpenOpenAlexFDO

Authors Marek T. Malinowski

Publication date 13 May 2016

Published in Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33042-1_11

zbMATH Keywords

semimartingalesfuzzy stochastic integral equationsfuzzy stochastic integrals

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Fuzzy probability (60A86) Stochastic integral equations (60H20) Stochastic analysis (60H99)

Recommendations

• Fuzzy stochastic integral equations driven by martingales
• Set-valued and fuzzy stochastic differential equations driven by semimartingales
• On set-valued stochastic integrals and fuzzy stochastic equations
• On fuzzy stochastic integral equations -- a martingale problem approach
• Set-valued stochastic integral equations driven by martingales

Cites work

• scientific article; zbMATH DE number 3837095 (Why is no real title available?)
• scientific article; zbMATH DE number 5872864 (Why is no real title available?)
• scientific article; zbMATH DE number 5872314 (Why is no real title available?)
• scientific article; zbMATH DE number 5974995 (Why is no real title available?)
• A $D_E[0,1]$ representation of random upper semicontinuous functions
• Differentials of fuzzy functions
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• Existence theorems for solutions to random fuzzy differential equations
• Fuzzy stochastic differential systems
• Fuzzy stochastic integral equations driven by martingales
• Itô type stochastic fuzzy differential equations with delay
• On random fuzzy differential equations
• On set-valued stochastic integrals and fuzzy stochastic equations
• On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
• Random fuzzy differential equations under generalized Lipschitz condition
• Set-valued stochastic integral equations driven by martingales
• Stochastic set differential equations
• Strong solution of Itô type set-valued stochastic differential equation
• Strong solutions to stochastic fuzzy differential equations of Itô type

Cited in

(13)

• Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• On set-valued stochastic integrals and fuzzy stochastic equations
• Approximation schemes for fuzzy stochastic integral equations
• Some properties of strong solutions to stochastic fuzzy differential equations
• On fuzzy stochastic integral equations -- a martingale problem approach
• Fuzzy stochastic differential equations driven by semimartingales-different approaches
• Fuzzy stochastic integral equations driven by martingales
• Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
• Set-valued and fuzzy stochastic differential equations driven by semimartingales
• On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability
• On solutions to fuzzy stochastic differential equations with local martingales

This page was built for publication: On equations with a fuzzy stochastic integral with respect to semimartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805776)