Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations

Mariusz Michta; Kamil Świątek

doi:10.1080/07362994.2015.1089516

Scientific Information System of the Poznań University of Technology

PL EN

Main page / Publications / Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations

Submit a comment

Article

Download BibTeX

Title

Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations

Authors

Mariusz Michta
Kamil Świątek (WE) ^{[ 1 ][ P ]}

^{[ 1 ]} Instytut Matematyki, Wydział Elektryczny, Politechnika Poznańska | ^{[ P ]} employee

Year of publication

2015

Published in

Stochastic Analysis and Applications

Journal year: 2015 | Journal volume: vol. 33 | Journal number: no. 6

Article type

scientific article

Publication language

english

Keywords

EN

fuzzy-valued stochastic integral
fuzzy-valued stochastic integral equation

Abstract

EN This article is concerned with notions of fuzzy-valued stochastic integrals driven by two-parameter martingales and increasing processes. We present their main properties and formulate next two-parameter fuzzy-valued stochastic integral equations. We establish the existence and uniqueness of solutions to such equations as well as their additional properties.

Pages (from - to)

1115 - 1148

DOI

10.1080/07362994.2015.1089516

URL

https://www.tandfonline.com/doi/full/10.1080/07362994.2015.1089516

Ministry points / journal

20

Impact Factor

0,63

System created by Poznań University of Technology and Poznan Supercomputing and Networking Center

Log in through eKonto to add to SIS