ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.4134/JKMS.2005.42.1.153zbMath1071.60060OpenAlexW228417247MaRDI QIDQ4662689

Jai Heui Kim

Publication date: 30 March 2005

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/jkms.2005.42.1.153

zbMATH Keywords

fuzzy martingale

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (12)

Fuzzy stochastic differential equations driven by fractional Brownian motion ⋮ Strong solutions to stochastic fuzzy differential equations of Itô type ⋮ The existence and averaging principle for stochastic fractional differential equations with impulses ⋮ An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Ulam-Hyers stability of Caputo-type fractional fuzzy stochastic differential equations with delay ⋮ Itô type stochastic fuzzy differential equations with delay ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ Unnamed Item ⋮ Iterative method for non-adapted fuzzy stochastic differential equations ⋮ Some properties of strong solutions to stochastic fuzzy differential equations ⋮ Numerical solution of fuzzy stochastic differential equation

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