On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales

DOI10.1007/978-3-642-33042-1_11zbMath1338.60165OpenAlexW166104769MaRDI QIDQ2805776

Marek T. Malinowski

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_11

zbMATH Keywords

semimartingalesfuzzy stochastic integral equationsfuzzy stochastic integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic analysis (60H99) Stochastic integral equations (60H20) Fuzzy probability (60A86)

Related Items (7)

On solutions to fuzzy stochastic differential equations with local martingales ⋮ Some properties of strong solutions to stochastic fuzzy differential equations ⋮ On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients

Cites Work

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• A $D_E[0,1$ representation of random upper semicontinuous functions]
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