Zobrazeno 1 - 10
of 134
pro vyhledávání: '"Fuzzy stochastic differential equation"'
In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the propose
Externí odkaz:
http://arxiv.org/abs/1502.01321
Autor:
Nayak, S.1, Chakraverty, S.1 snechak@yahoo.com
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 2016, Vol. 31 Issue 1, p555-563. 9p.
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 2018, Vol. 35 Issue 2, p2447-2458. 12p.
Publikováno v:
Meta Heuristic Techniques in Software Engineering and Its Applications ISBN: 9783031117121
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1cb1085af96aaa966d4a039082587463
https://doi.org/10.1007/978-3-031-11713-8_22
https://doi.org/10.1007/978-3-031-11713-8_22
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 35:2447-2458
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7ea778d7b0fac31729432f60bcc0180
https://doi.org/10.3233/jifs-18043
https://doi.org/10.3233/jifs-18043
Autor:
Snehashish Chakraverty, Sukanta Nayak
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 31:555-563
In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the propose
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d8abb3e836adb6b4ea2665537e5260d
https://doi.org/10.3233/ifs-162168
https://doi.org/10.3233/ifs-162168
Publikováno v:
AIMS Mathematics, Vol 8, Iss 4, Pp 9187-9211 (2023)
In this paper, we develop a Malliavin calculus approach for hedging a fixed strike lookback option in fuzzy space. Due to the uncertainty in financial markets, it is not accurate to describe the problems of option pricing and hedging in terms of rand
Externí odkaz:
https://doaj.org/article/0fe84f0d765146cb90c352cf99fade45
Publikováno v:
AIMS Mathematics, Vol 7, Iss 10, Pp 19344-19358 (2022)
In this manuscript, we formulate the system of fuzzy stochastic fractional evolution equations (FSFEEs) driven by fractional Brownian motion. We find the results about the existence-uniqueness of the formulated system by using the Lipschitizian condi
Externí odkaz:
https://doaj.org/article/7d450bcda0754bccab85927244df3741
Autor:
Jinting Wang, Jungang Li
Publikováno v:
FSKD
In this paper, we firstly recall some basic results about set-valued and fuzzy set-valued stochastic processes. Secondly, we shall discuss the Lebesgue integral of a fuzzy set-valued stochastic process with respect to time t, especially the Lebesgue
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0980d534050a5022e61a469aa0bb4270
https://doi.org/10.1109/fskd.2011.6019469
https://doi.org/10.1109/fskd.2011.6019469
Autor:
Manjitha Mani Shalini, Nazek Alessa, Banupriya Kandasamy, Karuppusamy Loganathan, Maheswari Rangasamy
Publikováno v:
Mathematics, Vol 11, Iss 9, p 1990 (2023)
The main concern of this paper is to investigate the existence and uniqueness of a fuzzy neutral impulsive stochastic differential system with Caputo fractional order driven by fuzzy Brownian motion using fuzzy numbers with bounded ν-level intervals
Externí odkaz:
https://doaj.org/article/59114e2cc7524301b2a3cebb7fd3b010