메뉴 건너뛰기




Volumn 100, Issue , 2011, Pages 143-150

Fuzzy stochastic integral equations driven by martingales

Author keywords

Fuzzy stochastic integral equation; Fuzzy stochastic integrals

Indexed keywords

EXISTENCE AND UNIQUENESS OF SOLUTION; STOCHASTIC INTEGRAL; STOCHASTIC INTEGRAL EQUATIONS; STOCHASTIC TRAJECTORIES;

EID: 80052925918     PISSN: 18675662     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-22833-9_17     Document Type: Conference Paper
Times cited : (3)

References (27)
  • 3
    • 34447518790 scopus 로고    scopus 로고
    • Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
    • Fei, W.: Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Inform. Sci. 177, 4329-4337 (2007)
    • (2007) Inform. Sci. , vol.177 , pp. 4329-4337
    • Fei, W.1
  • 4
    • 0242296087 scopus 로고    scopus 로고
    • Fuzzy stochastic differential systems
    • Feng, Y.: Fuzzy stochastic differential systems. Fuzzy Sets Syst. 115, 351-363 (2000)
    • (2000) Fuzzy Sets Syst. , vol.115 , pp. 351-363
    • Feng, Y.1
  • 5
    • 0037272626 scopus 로고    scopus 로고
    • On set-valued stochastic integrals
    • Jung, E.J., Kim, J.H.: On set-valued stochastic integrals. Stoch. Anal. Appl. 21, 401-418 (2003)
    • (2003) Stoch. Anal. Appl. , vol.21 , pp. 401-418
    • Jung, E.J.1    Kim, J.H.2
  • 6
    • 20744442167 scopus 로고    scopus 로고
    • On fuzzy stochastic differential equations
    • Kim, J.H.: On fuzzy stochastic differential equations. J. Korean Math. Soc. 42, 153-169 (2005)
    • (2005) J. Korean Math. Soc. , vol.42 , pp. 153-169
    • Kim, J.H.1
  • 7
    • 0000265612 scopus 로고
    • Properties of solution set of stochastic inclusions
    • Kisielewicz, M.: Properties of solution set of stochastic inclusions. J. Appl. Math. Stochastic Anal. 6, 217-236 (1993)
    • (1993) J. Appl. Math. Stochastic Anal. , vol.6 , pp. 217-236
    • Kisielewicz, M.1
  • 8
    • 79961063069 scopus 로고    scopus 로고
    • Ito type set-valued stochastic differential equation
    • Li, J., Li, S.: Ito type set-valued stochastic differential equation. J. Uncertain Syst. 3, 53-63 (2009)
    • (2009) J. Uncertain Syst. , vol.3 , pp. 53-63
    • Li, J.1    Li, S.2
  • 9
    • 77953362092 scopus 로고    scopus 로고
    • Stochastic integral with respect to set-valued square integrable martingales
    • Li, S., Li, J., Li, X.: Stochastic integral with respect to set-valued square integrable martingales. J. Math. Anal. Appl. 370, 659-671 (2010)
    • (2010) J. Math. Anal. Appl. , vol.370 , pp. 659-671
    • Li, S.1    Li, J.2    Li, X.3
  • 10
    • 77955611549 scopus 로고    scopus 로고
    • Strong solutions of Itoľ type set-valued stochastic differential equations
    • Li, J., Li, J., Li, S., Ogura, Y.: Strong solutions of Itoľ type set-valued stochastic differential equations. Acta Math. Sinica Engl. Ser. 26, 1739-1748 (2010)
    • (2010) Acta Math. Sinica Engl. Ser. , vol.26 , pp. 1739-1748
    • Li, J.1    Li, J.2    Li, S.3    Ogura, Y.4
  • 11
    • 33947232258 scopus 로고    scopus 로고
    • Representation theorems, set-valued and fuzzy set-valued Ito integral
    • Li, S., Ren, A.: Representation theorems, set-valued and fuzzy set-valued Ito integral. Fuzzy Sets Syst. 158, 949-962 (2007)
    • (2007) Fuzzy Sets Syst. , vol.158 , pp. 949-962
    • Li, S.1    Ren, A.2
  • 12
    • 69249232212 scopus 로고    scopus 로고
    • On random fuzzy differential equations
    • Malinowski, M.T.: On random fuzzy differential equations. Fuzzy Sets Syst. 160, 3152-3165 (2009)
    • (2009) Fuzzy Sets Syst. , vol.160 , pp. 3152-3165
    • Malinowski, M.T.1
  • 13
    • 77953962287 scopus 로고    scopus 로고
    • Existence theorems for solutions to random fuzzy differential equations
    • Malinowski, M.T.: Existence theorems for solutions to random fuzzy differential equations. Nonlinear Anal. TMA 73, 1515-1532 (2010)
    • (2010) Nonlinear Anal. TMA , vol.73 , pp. 1515-1532
    • Malinowski, M.T.1
  • 14
    • 71549153153 scopus 로고    scopus 로고
    • Stochastic set differential equations
    • Malinowski, M.T., Michta, M.: Stochastic set differential equations. Nonlinear Anal. TMA 72, 1247-1256 (2010)
    • (2010) Nonlinear Anal. TMA , vol.72 , pp. 1247-1256
    • Malinowski, M.T.1    Michta, M.2
  • 15
  • 16
    • 79952031022 scopus 로고    scopus 로고
    • Stochastic fuzzy differential equations with an application
    • Malinowski, M.T., Michta, M.: Stochastic fuzzy differential equations with an application. Kybernetika 47, 123-143 (2011)
    • (2011) Kybernetika , vol.47 , pp. 123-143
    • Malinowski, M.T.1    Michta, M.2
  • 18
    • 0036037562 scopus 로고    scopus 로고
    • Stochastic inclusions with multivalued integrators
    • Michta, M.: Stochastic inclusions with multivalued integrators. Stoch. Anal. Appl. 20, 847-862 (2002)
    • (2002) Stoch. Anal. Appl. , vol.20 , pp. 847-862
    • Michta, M.1
  • 19
    • 23944438953 scopus 로고    scopus 로고
    • Weak solutions to stochastic inclusions with multivalued integrator
    • Michta, M., Motyl, J.: Weak solutions to stochastic inclusions with multivalued integrator. Dynam. Systems Appl. 14, 323-334 (2005)
    • (2005) Dynam. Systems Appl. , vol.14 , pp. 323-334
    • Michta, M.1    Motyl, J.2
  • 20
    • 79958122301 scopus 로고    scopus 로고
    • On set-valued stochastic integrals and fuzzy stochastic equations
    • doi:10.1016/j.fss.2011.01.07
    • Michta, M.: On set-valued stochastic integrals and fuzzy stochastic equations. Fuzzy Sets Syst. (2011), doi:10.1016/j.fss.2011.01.07
    • (2011) Fuzzy Sets Syst.
    • Michta, M.1
  • 21
    • 79958130642 scopus 로고    scopus 로고
    • Set-valued stochastic differential equation in M-type 2 Banach space
    • Mitoma, I., Okazaki, Y., Zhang, J.: Set-valued stochastic differential equation in M-type 2 Banach space. Comm. Stoch. Anal. 4, 215-237 (2010)
    • (2010) Comm. Stoch. Anal. , vol.4 , pp. 215-237
    • Mitoma, I.1    Okazaki, Y.2    Zhang, J.3
  • 23
    • 58149131672 scopus 로고    scopus 로고
    • On stochastic differential equations with fuzzy set coefficients
    • In: Dubois, D., et al. (eds. Springer, Berlin
    • Ogura, Y.: On stochastic differential equations with fuzzy set coefficients. In: Dubois, D., et al. (eds.) Soft Methods for Handling Variability and Imprecision, ASC 48. Springer, Berlin (2008)
    • (2008) Soft Methods for Handling Variability and Imprecision, ASC , vol.48
    • Ogura, Y.1
  • 25
    • 80052927967 scopus 로고    scopus 로고
    • Set-valued stochastic integrals with respect to a real valued martingale
    • In: Dubois, D., et al. (eds. Springer, Berlin
    • Zhang, J.: Set-valued stochastic integrals with respect to a real valued martingale. In: Dubois, D., et al. (eds.) Soft Methods for Handling Variability and Imprecision. Springer, Berlin (2008)
    • (2008) Soft Methods for Handling Variability and Imprecision
    • Zhang, J.1
  • 26
    • 70350629912 scopus 로고    scopus 로고
    • On set-valued stochastic integrals in an M-type 2 Banach space
    • Zhang, J., Li, S., Mitoma, I., Okazaki, Y.: On set-valued stochastic integrals in an M-type 2 Banach space. J. Math. Anal. Appl. 350, 216-233 (2009)
    • (2009) J. Math. Anal. Appl. , vol.350 , pp. 216-233
    • Zhang, J.1    Li, S.2    Mitoma, I.3    Okazaki, Y.4
  • 27
    • 70350627699 scopus 로고    scopus 로고
    • On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
    • Zhang, J., Li, S., Mitoma, I., Okazaki, Y.: On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces. Tohoku Math. J. 61, 417-440 (2009)
    • (2009) Tohoku Math. J. , vol.61 , pp. 417-440
    • Zhang, J.1    Li, S.2    Mitoma, I.3    Okazaki, Y.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.