scientific article; zbMATH DE number 5872864
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Publication:3085453
zbMATH Open1213.60102MaRDI QIDQ3085453FDOQ3085453
Authors: Marek T. Malinowski, Mariusz Michta 
Publication date: 31 March 2011
Full work available at URL: https://eudml.org/doc/196974
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fuzzy random variablefuzzy stochastic processstochastic fuzzy differential equationstochastic fuzzy integral equationfuzzy stochastic Itô integralfuzzy stochastic Lebesgue--Aumann integral
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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- Integrals, conditional expectations, and martingales of multivalued functions
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- On random fuzzy differential equations
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- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
- Fuzzy stochastic differential systems
- ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
- Representation theorems, set-valued and fuzzy set-valued Itô integral
- Fuzzy conditional expectation
Cited In (31)
- Perturbational solutions for fuzzy-stochastic finite element equilibrium equations (FSFEEE)
- The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
- ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
- On equations with a fuzzy stochastic integral with respect to semimartingales
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- Iterative method for non-adapted fuzzy stochastic differential equations
- Stochastic differential equations with imprecisely defined parameters in market analysis
- A solution of the complex fuzzy heat equation in terms of complex Dirichlet conditions using a modified Crank-Nicolson method
- Title not available (Why is that?)
- Fuzzy set-valued stochastic Lebesgue integral
- Set-valued stochastic integral equations driven by martingales
- Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
- Stochastic fuzzy differential equations of a nonincreasing type
- Approximation schemes for fuzzy stochastic integral equations
- Some properties of strong solutions to stochastic fuzzy differential equations
- Modeling with stochastic fuzzy differential equations
- Strong solutions to stochastic fuzzy differential equations of Itô type
- Fuzzy stochastic differential equations driven by semimartingales-different approaches
- Itô type stochastic fuzzy differential equations with delay
- Fuzzy stochastic differential equations of the Itô-type
- Title not available (Why is that?)
- Stochastic differential equations with fuzzy drift and diffusion
- Numerical solution of fuzzy stochastic differential equation
- Fuzzy stochastic differential equations driven by fractional Brownian motion
- Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
- Existence of fuzzy fractional stochastic differential system with impulses
- Fuzzy and Set-Valued Stochastic Differential Equations with Solutions of Decreasing Fuzziness
- On solutions to fuzzy stochastic differential equations with local martingales
- Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions
- Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
- Fuzzy differential equation with completely correlated parameters
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