Fuzzy stochastic integral equations driven by martingales

DOI10.1007/978-3-642-22833-9_17MaRDI QIDQ2838652zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fuzzy stochastic integral equationfuzzy stochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Fuzzy probability (60A86) Stochastic integral equations (60H20)

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Cited in

(11)

• On fuzzy stochastic integral equations -- a martingale problem approach
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• scientific article; zbMATH DE number 5872314 (Why is no real title available?)
• On set-valued stochastic integrals and fuzzy stochastic equations
• Itô type stochastic fuzzy differential equations with delay
• On equations with a fuzzy stochastic integral with respect to semimartingales
• A note on stochastic inclusions approach for fuzzy stochastic differential equations driven by semimartingales
• Fuzzy martingales - a simple form of fuzzy processes^∗
• Fuzzy stochastic differential equations driven by semimartingales-different approaches
• Set-valued stochastic integral equations driven by martingales
• Approximation schemes for fuzzy stochastic integral equations

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