6533b870fe1ef96bd12cf078

RESEARCH PRODUCT

On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach

Mariusz Michta

subject

Doob's martingale inequalityStratonovich integralMathematical optimizationContinuous-time stochastic processComputingMethodologies_SIMULATIONANDMODELINGMathematicsofComputing_NUMERICALANALYSISLocal martingaleMartingale difference sequenceStochastic optimizationMartingale (probability theory)Fuzzy logicMathematics

description

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

yearjournalcountryeditionlanguage
2011-01-01
https://doi.org/10.1007/978-3-642-22833-9_14