On set-valued stochastic integrals and fuzzy stochastic equations

DOI10.1016/J.FSS.2011.01.007zbMATH Open1255.60006OpenAlexW2012927662MaRDI QIDQ429355FDOQ429355

Mariusz Michta

Publication date: 19 June 2012

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2011.01.007

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zbMATH Keywords

fuzzy setsset-valued stochastic processesstochastic integralsfuzzy stochastic equations

Mathematics Subject Classification ID

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

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Cited In (24)

• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• Common fixed-point results of fuzzy mappings and applications on stochastic Volterra integral equations
• Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
• On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales
• Fuzzy set-valued stochastic Lebesgue integral
• Set-valued stochastic integral equations driven by martingales
• On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
• Selection properties and set-valued Young integrals of set-valued functions
• Jensen and Chebyshev inequalities for pseudo-integrals of set-valued functions
• Jensen's inequalities for set-valued and fuzzy set-valued functions
• Symmetric fuzzy numbers and additive equivalence of fuzzy numbers
• Fuzzy stochastic differential equations driven by semimartingales-different approaches
• Algebraic properties and topological properties of the quotient space of fuzzy numbers based on Mareš equivalence relation
• Itô type stochastic fuzzy differential equations with delay
• Donsker's fuzzy invariance principle under the Lindeberg condition
• Fuzzy set-valued Gaussian processes and Brownian motions
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
• Fuzzy and Set-Valued Stochastic Differential Equations with Solutions of Decreasing Fuzziness
• Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions
• Fuzzy differential equation with completely correlated parameters

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