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On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach

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Nonlinear Mathematics for Uncertainty and its Applications

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 100))

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Abstract

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

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Author information

Authors and Affiliations

  1. Institute of Mathematics and Informatics, Opole University, Oleska, 48, Opole, Poland

    Mariusz Michta

Authors
  1. Mariusz Michta
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Editor information

Editors and Affiliations

  1. College of Applied Sciences, Beijing University of Technology, 100 Pingleyuan, 100124, Chaoyang District, Beijing, P.R. China

    Shoumei Li , Xia Wang  & Li Guan ,  & 

  2. Department of Systems Design and Informatics, Kyushu Institute of Technology, 680-4, Kawazu, 820-8502, lizuka, Japan

    Yoshiaki Okazaki

  3. Department of Mathematics, Shinshu University, 4-17-1 Wakasato, 380-8553, Nagano, Japan

    Jun Kawabe

  4. Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology, 4259-G3-47, Nagatsuta, Midori-ku, 226-8502, Yokohama, Japan

    Toshiaki Murofushi

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© 2011 Springer-Verlag Berlin Heidelberg

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Michta, M. (2011). On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_14

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  • DOI: https://doi.org/10.1007/978-3-642-22833-9_14

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-22832-2

  • Online ISBN: 978-3-642-22833-9

  • eBook Packages: EngineeringEngineering (R0)

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