Itô-Henstock integration of the fuzzy stochastic process

DOI10.6040/J.ISSN.1671-9352.0.2019.235zbMATH Open1463.60074MaRDI QIDQ5209840FDOQ5209840

Authors: Ai Su, Zengtai Gong 

Publication date: 22 January 2020

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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)

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

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