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An anticipating class of Fuzzy Stochastic Differential Equations

عنوان مقاله: An anticipating class of Fuzzy Stochastic Differential Equations
شناسه ملی مقاله: JR_AMFA-8-2_006
منتشر شده در در سال 1402
مشخصات نویسندگان مقاله:

Hossein Jafari - Department of Mathematics, Chabahar Maritime University, Iran
Hamed Farahani - Department of Mathematics, Chabahar Maritime University, Iran.
Mahmoud Paripour - Hamedan University Of Technology, Hamedan, ۶۵۱۶۹-۱۳۴۱۸, Iran.

خلاصه مقاله:
We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions.We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions.

کلمات کلیدی:
Malliavin calculus, Skorohod integral, Fuzzy stochastic process, Fuzzy stochastic integral

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1678999/