Strong solutions to stochastic fuzzy differential equations of Itô type. (English) Zbl 1255.34004
Summary: We consider the fuzzy stochastic integrals and give some of their properties. Then we study the existence of solutions to the stochastic fuzzy differential equations driven by multidimensional Brownian motion. The solutions and their uniqueness are considered to be in a strong sense.
MSC:
| 34A07 | Fuzzy ordinary differential equations |
| 34F05 | Ordinary differential equations and systems with randomness |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
Keywords:
stochastic fuzzy differential equation; stochastic fuzzy integral equation; fuzzy stochastic Lebesgue; Aumann integral; fuzzy stochastic Itô integral; fuzzy random variable; fuzzy stochastic process; fuzziness and randomness in modellingReferences:
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