An anticipating class of Fuzzy Stochastic Differential Equations
الموضوعات :
Hossein Jafari
1
(Department of Mathematics, Chabahar Maritime University, Iran)
Hamed Farahani
2
(Department of Mathematics, Chabahar Maritime University, Iran.)
Mahmoud Paripour
3
(Hamedan University Of Technology, Hamedan, 65169-13418, Iran.)
الکلمات المفتاحية: Fuzzy stochastic integral, Skorohod integral, Malliavin calculus, Fuzzy stochastic process,
ملخص المقالة :
We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions.We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions.
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