Dynamic Systems and Applications 19 (2010) 473-494 FUZZY STOCHASTIC INTEGRAL EQUATIONS
نویسنده
چکیده
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.
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