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

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2019.235

zbMATH Keywords

Brownian motionfuzzy Itô integralfuzzy numberfuzzy stochastic processfuzzy stochastic variable

Mathematics Subject Classification ID

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

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Cited in

(3)

• Mean-square Riemann-Stieltjes integrals of fuzzy stochastic processes and their applications
• 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

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