Strong solutions to stochastic fuzzy differential equations of Ito type
In the paper 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. (C) 2011 Elsevier Ltd. All rights reserved.
stochastic fuzzy differential equation stochastic fuzzy integral equation fuzzy stochastic lebesgue-aumann integral fuzzy stochastic ito integral fuzzy random variable fuzzy stochastic process fuzziness and randomness in modelling