scientific article; zbMATH DE number 5872864

MaRDI QIDQ3085453zbMATH OpenFDO

Authors Marek T. Malinowski, Mariusz Michta

Publication date 31 March 2011

Full work available at URL https://eudml.org/doc/196974, http://www.kybernetika.cz/content/2011/1/123

zbMATH Keywords

fuzzy random variablefuzzy stochastic processstochastic fuzzy differential equationstochastic fuzzy integral equationfuzzy stochastic Itô integralfuzzy stochastic Lebesgue--Aumann integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fuzzy probability (60A86)

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• On random fuzzy differential equations
• Representation theorems, set-valued and fuzzy set-valued Itô integral
• Stochastic differential equations. An introduction with applications.

Cited in

(31)

• A solution of the complex fuzzy heat equation in terms of complex Dirichlet conditions using a modified Crank-Nicolson method
• Iterative method for non-adapted fuzzy stochastic differential equations
• On solutions to fuzzy stochastic differential equations with local martingales
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• scientific article; zbMATH DE number 5872314 (Why is no real title available?)
• Perturbational solutions for fuzzy-stochastic finite element equilibrium equations (FSFEEE)
• Itô type stochastic fuzzy differential equations with delay
• Some properties of strong solutions to stochastic fuzzy differential equations
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
• Existence of fuzzy fractional stochastic differential system with impulses
• Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
• Modeling with stochastic fuzzy differential equations
• Stochastic differential equations with fuzzy drift and diffusion
• Strong solutions to stochastic fuzzy differential equations of Itô type
• Fuzzy set-valued stochastic Lebesgue integral
• Fuzzy and Set-Valued Stochastic Differential Equations with Solutions of Decreasing Fuzziness
• ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
• On equations with a fuzzy stochastic integral with respect to semimartingales
• Fuzzy stochastic differential equations driven by fractional Brownian motion
• Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
• Stochastic fuzzy differential equations of a nonincreasing type
• Fuzzy differential equation with completely correlated parameters
• Numerical solution of fuzzy stochastic differential equation
• Fuzzy stochastic differential equations driven by semimartingales-different approaches
• Fuzzy stochastic differential equations of the Itô-type
• scientific article; zbMATH DE number 5135091 (Why is no real title available?)
• Set-valued stochastic integral equations driven by martingales
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• Stochastic differential equations with imprecisely defined parameters in market analysis
• Approximation schemes for fuzzy stochastic integral equations
• Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions

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