Fuzzy differential systems and Malliavin calculus
β Scribed by Robert Patton Leland
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 744 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0165-0114
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π SIMILAR VOLUMES
This paper deals successively with differentiation of ordinary functions at a fuzzy point and with differentiation of fuzzy-valued functions at a nonfuzzy point. In both cases the concept of differentiation is extended and the problem of the linearity is addressed. In the second case, practical meth
We study the approximation problem of Ef(Xr) by Ef(X~.), where (Xt) is the solution of a stochastic differential equation, (X~) is defined by the Euler discretization scheme with step T/n, and f is a given function. For smooth f's, Talay and Tubaro had shown that the error Ef(Xr) -Ef(X~) can be expa
Basing on the work of Feng (Fuzzy Sets and Systems 102 (1999) 271-280) on mean-square calculus for fuzzy stochastic processes, we discuss in this paper the general theory of fuzzy stochastic di erential systems, including the existence and uniqueness of a solution, the continuity of the solution wit