On equations with a fuzzy stochastic integral with respect to semimartingales
DOI10.1007/978-3-642-33042-1_11zbMATH Open1338.60165OpenAlexW166104769MaRDI QIDQ2805776FDOQ2805776
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
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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)
Cites Work
- Differentials of fuzzy functions
- On random fuzzy differential equations
- On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
- A $D_E[0,1]$ representation of random upper semicontinuous functions
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- Fuzzy stochastic differential systems
- Random fuzzy differential equations under generalized Lipschitz condition
- Existence theorems for solutions to random fuzzy differential equations
- Title not available (Why is that?)
- On set-valued stochastic integrals and fuzzy stochastic equations
- Strong solutions to stochastic fuzzy differential equations of Itô type
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- Set-valued stochastic integral equations driven by martingales
- Strong solution of Itô type set-valued stochastic differential equation
- Fuzzy stochastic integral equations driven by martingales
- Itô type stochastic fuzzy differential equations with delay
- Stochastic set differential equations
Cited In (13)
- 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
- On fuzzy stochastic integral equations -- a martingale problem approach
- Some properties of strong solutions to stochastic fuzzy differential equations
- 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 solutions to fuzzy stochastic differential equations with local martingales
- On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability
- Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
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