Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
[ 1 ] Instytut Matematyki, Wydział Elektryczny, Politechnika Poznańska | [ P ] pracownik
2015
artykuł naukowy
angielski
- fuzzy-valued stochastic integral
- fuzzy-valued stochastic integral equation
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.
1115 - 1148
20
0,63