scientific article
From MaRDI portal
Publication:3085453
zbMath1213.60102MaRDI QIDQ3085453
Marek T. Malinowski, Mariusz Michta
Publication date: 31 March 2011
Full work available at URL: https://eudml.org/doc/196974
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fuzzy random variablefuzzy stochastic processfuzzy stochastic Itô integralstochastic fuzzy differential equationstochastic fuzzy integral equationfuzzy stochastic Lebesgue--Aumann integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Fuzzy probability (60A86)
Related Items
Fuzzy stochastic differential equations driven by semimartingales-different approaches ⋮ Fuzzy stochastic differential equations driven by fractional Brownian motion ⋮ Strong solutions to stochastic fuzzy differential equations of Itô type ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Itô type stochastic fuzzy differential equations with delay ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ Iterative method for non-adapted fuzzy stochastic differential equations ⋮ Some properties of strong solutions to stochastic fuzzy differential equations ⋮ Fuzzy differential equation with completely correlated parameters ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales ⋮ Stochastic differential equations with imprecisely defined parameters in market analysis ⋮ Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions ⋮ Numerical solution of fuzzy stochastic differential equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Differentials of fuzzy functions
- Representation theorems, set-valued and fuzzy set-valued Itô integral
- On random fuzzy differential equations
- Integrals, conditional expectations, and martingales of multivalued functions
- Fuzzy conditional expectation
- Fuzzy stochastic differential systems
- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
- Integrals of set-valued functions
- Limit theorems for fuzzy random variables
- A $D_E[0,1$ representation of random upper semicontinuous functions]
- ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
- Fuzzy differential equations
- Stochastic differential equations. An introduction with applications.