6533b872fe1ef96bd12d4085

RESEARCH PRODUCT

Fuzzy Stochastic Integral Equations Driven by Martingales

Mariusz MichtaMariusz MichtaMarek T. Malinowski

subject

Stratonovich integralMathematical analysisMathematicsofComputing_NUMERICALANALYSISApplied mathematicsUniquenessMartingale (probability theory)Fuzzy logicStochastic integralMathematics

description

Exploiting the properties of set-valued stochastic trajectory integrals we consider a notion of fuzzy stochastic Lebesgue–Stieltjes trajectory integral and a notion of fuzzy stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of fuzzy stochastic integral equations. We investigate the existence and uniqueness of solution to such the equations.

yearjournalcountryeditionlanguage
2011-01-01
https://doi.org/10.1007/978-3-642-22833-9_17