On solutions to fuzzy stochastic differential equations with local martingales

[1]  F. Hiai,et al.  Integrals, conditional expectations, and martingales of multivalued functions , 1977 .

[2]  Oldrich A. Vasicek.  An equilibrium characterization of the term structure , 1977 .

[3]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[4]  Osmo Kaleva.  Fuzzy differential equations , 1987 .

[5]  M. Yor,et al.  Continuous martingales and Brownian motion , 1990 .

[6]  P. Protter.  Stochastic integration and differential equations , 1990 .

[7]  M. Kisielewicz.  Differential Inclusions and Optimal Control , 1991 .

[8]  X. Mao,et al.  Exponential Stability of Stochastic Di erential Equations , 1994 .

[9]  P. Kloeden,et al.  Metric Spaces of Fuzzy Sets: Theory and Applications , 1994 .

[10]  Yuhu Feng,et al.  Fuzzy stochastic differential systems , 2000, Fuzzy Sets Syst..

[11]  V. Lakshmikantham,et al.  Theory of Fuzzy Differential Equations and Inclusions , 2003 .

[12]  Weiyin Fei,et al.  Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time , 2003, Fuzzy Sets Syst..

[13]  W. Fei,et al.  Doob's Decomposition Theorem for Fuzzy (Super) Submartingales , 2004 .

[14]  J. Kim.  ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS , 2005 .

[15]  Weiyin Fei.  Regularity and stopping theorem for fuzzy martingales with continuous parameters , 2005, Inf. Sci..

[16]  W. Fei.  On the Theory of (Dual) Projection for Fuzzy Stochastic Processes , 2005 .

[17]  Weiyin Fei,et al.  A Generalization of Bihari's inequality and Fuzzy Random Differential Equations with Non-Lipschitz Coefficients , 2007, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

[18]  Weiyin Fei,et al.  Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients , 2007, Inf. Sci..

[19]  Yukio Ogura,et al.  On Stochastic Differential Equations with Fuzzy Set Coefficients , 2008, SMPS.

[20]  Marek T. Malinowski,et al.  On random fuzzy differential equations , 2009, Fuzzy Sets Syst..

[21]  M. T. Malinowski.  Existence theorems for solutions to random fuzzy differential equations , 2010 .

[22]  M. T. Malinowski,et al.  Stochastic set differential equations , 2010 .

[23]  I. Mitoma,et al.  SET-VALUED STOCHASTIC DIFFERENTIAL EQUATION IN M-TYPE 2 BANACH SPACE , 2010 .

[24]  Marek T. Malinowski,et al.  Fuzzy Stochastic Integral Equations Driven by Martingales , 2011, NL-MUA.

[25]  Marek T. Malinowski,et al.  Stochastic fuzzy differential equations with an application , 2011, Kybernetika.

[26]  M. T. Malinowski.  Random fuzzy differential equations under generalized Lipschitz condition , 2012 .

[27]  M. T. Malinowski,et al.  Set-valued stochastic integral equations driven by martingales , 2012 .

[28]  Marek T. Malinowski,et al.  Strong solutions to stochastic fuzzy differential equations of Itô type , 2012, Math. Comput. Model..

[29]  Marek T. Malinowski,et al.  Itô type stochastic fuzzy differential equations with delay , 2012, Syst. Control. Lett..

[30]  Marek T. Malinowski.  On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales , 2012, SMPS.

[31]  W. Fei,et al.  On solutions to stochastic set differential equations of It^o type under the non-Lipschitzian condition , 2013 .

[32]  W. Fei.  Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition , 2013 .

[33]  Marek T. Malinowski,et al.  Some properties of strong solutions to stochastic fuzzy differential equations , 2013, Inf. Sci..

[34]  M. T. Malinowski.  On a new set-valued stochastic integral with respect to semimartingales and its applications , 2013 .

[35]  Marek T. Malinowski,et al.  Approximation schemes for fuzzy stochastic integral equations , 2013, Appl. Math. Comput..

[36]  S. Aachen.  Stochastic Differential Equations An Introduction With Applications , 2016 .