| Title | FUZZY STOCHASTIC INTEGRAL EQUATIONS |
| Publication Type | Journal Article |
| Year of Publication | 2010 |
| Authors | MALINOWSKI MAREKT, MICHTA MARIUSZ |
| Journal | Dynamic Systems and Applications |
| Volume | 19 |
| Start Page | 473 |
| Pagination | 21 |
| Date Published | 2010 |
| ISSN | 1056-2176 |
| AMS Subject Classification | 03E72, 37H10, 60H05, 60H20 |
| Abstract | In this paper we propose a new approach to fuzzy stochastic integrals of Itô and Aumann type. Then a fuzzy equation with fuzzy stochastic integrals is investigated. The existence and uniqueness of solution is proven. Some typical properties of the solution are also obtained. Similar results to set-valued stochastic integral equations are stated. |
| https://acadsol.eu/dsa/articles/19/33-DSA-30-08.pdf | |
| Refereed Designation | Refereed |