Fuzzy stochastic integral equations driven by martingales
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Publication:2838652
DOI10.1007/978-3-642-22833-9_17zbMATH Open1273.60011OpenAlexW111178369MaRDI QIDQ2838652FDOQ2838652
Authors: Marek T. Malinowski, Mariusz Michta
Publication date: 10 July 2013
Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-22833-9_17
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- Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
- Fuzzy martingales - a simple form of fuzzy processes∗
- Title not available (Why is that?)
- On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales
- Approximation schemes for fuzzy stochastic integral equations
- Fuzzy stochastic differential equations driven by semimartingales-different approaches
- Itô type stochastic fuzzy differential equations with delay
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