Geodesic
Iterative method for non-adapted fuzzy stochastic differential equations
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 7 (2021), pp. 30-42

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In this paper, an anticipating stochastic differential equation is considered, that the integrand processes are not adapted to the filtration generated by a Wiener process. Using the correspondence between the Skorohod integral and Itô-Skorohod integral, the equations can be solved by using standard iterative techniques. Then, the existence and uniqueness of strong solutions to these equations are discussed. Such equations with non-adapted, fuzziness, and randomness processes can be applied in financial models.
Mots-clés : Malliavin calculus
Keywords: fuzzy stochastic process, fuzzy stochastic integral, Skorohod integral. 
@article{IVM_2021_7_a3,
     author = {H. Jafari},
     title = {Iterative method for non-adapted fuzzy stochastic differential equations},
     journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
     pages = {30--42},
     publisher = {mathdoc},
     number = {7},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IVM_2021_7_a3/}
}
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H. Jafari. Iterative method for non-adapted fuzzy stochastic differential equations. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 7 (2021), pp. 30-42. http://geodesic.mathdoc.fr/item/IVM_2021_7_a3/