Itô-Henstock integration of the fuzzy stochastic process

DOI10.6040/J.ISSN.1671-9352.0.2019.235MaRDI QIDQ5209840zbMATH OpenFDO

Authors Ai Su, Zengtai Gong

Publication date 22 January 2020

zbMATH Keywords

Brownian motionfuzzy numberfuzzy stochastic processfuzzy Itô integralfuzzy stochastic variable

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Stochastic integrals (60H05) Stochastic processes (60G99)

Recommendations

• Fuzzy Itô integral driven by a fuzzy Brownian motion
• Stochastic integrals of Itô and Henstock
• The Henstock-Stieltjes integral for fuzzy-number-valued functions
• Stochastic integrals of set-valued processes and fuzzy processes
• scientific article; zbMATH DE number 7028265

Cited in

(3)

• Fuzzy Itô integral driven by a fuzzy Brownian motion
• On an approach to the definition of an integral with respect to a fuzzy roaming process
• Mean-square Riemann-Stieltjes integrals of fuzzy stochastic processes and their applications

This page was built for publication: Itô-Henstock integration of the fuzzy stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5209840)