Abstract
We define the stochastic integrals of a set-valued process and a fuzzy process with respect to a cylindrical Brownian motion on a Hilbert space. We also give their properties, which are useful for the study of fuzzy stochastic differential equations and stochastic differential inclusions with a set-valued diffusion term.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have