Abstract
Integral of a stochastic process with respect to Brownian motion is called Ito integral. Here the stochastic process and Brownian motion are random as well as fuzzy. Hence the Ito integral is fuzzy Ito integral. This paper deals with the properties of fuzzy Ito integral for simple adapted process with respect to fuzzy Brownian motion. The quadratic variance and covariance of FII are discussed. The concept of fuzzy simple adapted process, fuzzy martingale, fuzzy functions are used to derive the properties of fuzzy Ito integrals.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
