An anticipating class of Fuzzy Stochastic Differential Equations
الموضوعات :
Hossein Jafari
1
,
Hamed Farahani
2
,
Mahmoud Paripour
3
1 - Department of Mathematics, Chabahar Maritime University, Iran
2 - Department of Mathematics, Chabahar Maritime University, Iran.
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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