Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations

DOI10.1080/07362994.2015.1089516zbMath1329.60167OpenAlexW2309995579MaRDI QIDQ3459233

Kamil Ł. Świątek, Mariusz Michta

Publication date: 21 December 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1089516

zbMATH Keywords

fuzzy-valued stochastic integral equationsfuzzy-valued stochastic integrals

Mathematics Subject Classification ID

Random fields (60G60) Set-valued functions (26E25) Stochastic integrals (60H05) Fuzzy real analysis (26E50) Stochastic integral equations (60H20) Fuzzy ordinary differential equations (34A07)

Related Items (3)

Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales

Cites Work

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• Stochastic integrals in the plane
• Integrals, conditional expectations, and martingales of multivalued functions
• Strong solutions to stochastic fuzzy differential equations of Itô type
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• A $D_E[0,1$ representation of random upper semicontinuous functions]
• A Multi-Parameter Gaussian Process
• Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
• Fuzzy random variables

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