Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion

Abstract

In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.

Fuzzy Henstock-Kurzweil Triple Integral

“…Bede and Gal in [8] have in turn applied the quadrature rule to calculate the integral of a function with fuzzy numerical value. Some other integrals have been defined by Kumwimba et al [9] [10] [11]. The material of this article is based on ideas developed in the article [12] to evaluate a fuzzy triple-valued function by applying the Simpson's triple rule and introduction of the fuzzy version Henstock's triple integral.…”

Fuzzy Stochastic Differential Equations Driven by a Fuzzy Brownian Motion

“…In our previous research, we have dealt with Fuzzy Itô Integral Driven by a Fuzzy Brownian Motion and in the present work, we develop Fuzzy stochastic differential equations driven by a fuzzy Brownian motion [1].…”