Iterative Method for Non-Adapted Fuzzy Stochastic Differential Equations
暂无分享,去创建一个
[1] J. Kim. ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS , 2005 .
[2] Martingale-type stochastic calculus for anticipating integral processes , 2004 .
[3] C. Tudor. Itô-Skorohod stochastic equations and applications to finance , 2004 .
[4] M. Puri,et al. Fuzzy Random Variables , 1986 .
[5] Hossein Jafari,et al. Fuzzy Malliavin derivative and linear Skorohod fuzzy stochastic differential equation , 2018, J. Intell. Fuzzy Syst..
[6] F. Hiai,et al. Integrals, conditional expectations, and martingales of multivalued functions , 1977 .
[7] Rainer Buckdahn,et al. Linear stochastic differential equations and Wick products , 1994 .
[8] Marek T. Malinowski,et al. Stochastic fuzzy differential equations with an application , 2011, Kybernetika.
[9] M. Kisielewicz. Differential Inclusions and Optimal Control , 1991 .
[10] Ana Colubi,et al. A _{}[0,1] representation of random upper semicontinuous functions , 2002 .
[11] Marek T. Malinowski,et al. Itô type stochastic fuzzy differential equations with delay , 2012, Syst. Control. Lett..
[12] V. Lakshmikantham,et al. Theory of Fuzzy Differential Equations and Inclusions , 2003 .
[13] P. Kloeden,et al. Metric Spaces Of Fuzzy Sets Theory And Applications , 1975 .
[14] W. Fei. Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition , 2013 .
[15] Marek T. Malinowski,et al. Some properties of strong solutions to stochastic fuzzy differential equations , 2013, Inf. Sci..
[16] Marek T. Malinowski,et al. Strong solutions to stochastic fuzzy differential equations of Itô type , 2012, Math. Comput. Model..