On set-valued stochastic integrals and fuzzy stochastic equations

DOI10.1016/J.FSS.2011.01.007MaRDI QIDQ429355zbMATH OpenOpenAlexFDO

Authors 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

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

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• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• On equations with a fuzzy stochastic integral with respect to semimartingales
• Mixed set-valued stochastic differential equations: existence, uniqueness and averaging principle
• 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
• Fuzzy Itô integral driven by a fuzzy Brownian motion
• 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
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• Jensen and Chebyshev inequalities for pseudo-integrals of set-valued functions
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• On solutions to set-valued and fuzzy stochastic differential equations
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• Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions
• A note on stochastic inclusions approach for fuzzy stochastic differential equations driven by semimartingales
• Fuzzy differential equation with completely correlated parameters

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