An anticipating class of Fuzzy Stochastic Differential Equations

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.