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Corpus ID: 46514187

Fuzzy Itô Integral Driven by a Fuzzy Brownian Motion

@article{Seya2015FuzzyII,
title={Fuzzy It{\^o} Integral Driven by a Fuzzy Brownian Motion},
author={Didier Kumwimba Seya and Rostin Mabela Makengo and M. R{\'e}mon and Walo Omana Rebecca},
journal={Journal of Fuzzy Set Valued Analysis},
year={2015},
volume={2015}
}

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.