Open AccessFuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion
Author(s) -
Didier Kumwimba Seya,
Rostin Mabela Makengo,
Marcel Rémon,
Walo Omana Rebecca
Publication year - 2015
Publication title -
journal of fuzzy set valued analysis
Language(s) - English
Resource type - Journals
ISSN - 2193-4169
DOI - 10.5899/2015/jfsva-00256
Subject(s) - mathematics , fuzzy logic , brownian motion , fractional brownian motion , artificial intelligence , statistics , computer science
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
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