An anticipating class of Fuzzy Stochastic Differential Equations

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Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

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.

Language:
English
Published:
Advances in Mathematical Finance and Applications, Volume:8 Issue: 2, Spring 2023
Pages:
449 to 462
https://www.magiran.com/p2575598  
سامانه نویسندگان
  • Paripour، Mahmoud
    Corresponding Author (3)
    Paripour, Mahmoud
    Associate Professor Department of Computer Engineering and Information Technology, Hamedan university of technology, همدان, Iran
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