A NOTE ON STOCHASTIC INCLUSIONS APPROACH FOR FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES

作者：Krasinska Joanna; Michta Mariusz^*

来源：Dynamic Systems and Applications, 2013, 22(4): 503-516.

• Set-valued stochastic process
• semimartingale
• fuzzy-valued stochastic integral
• stochastic inclusion
• fuzzy stochastic differential equation

In the paper we present the notion of fuzzy stochastic differential equation with respect to semimartingale integrators in connection with well established theory of stochastic inclusions. We study the existence of fuzzy solutions to such equations via stochastic inclusions approach. Such an approach extends to the stochastic case earlier studies known in the deterministic case.

• 出版日期2013-12