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- W1570238434 abstract "We define stochastic differential equations with fuzzy set coefficients and prove that their solutions are random fuzzy set processes. This is achieved by obtaining almost sure boundedness of solutions to stochastic differential equations with set coefficients. An example for Black-Scholes market model with expected return ratio being a fuzzy set is also given.KeywordsStochastic differential equationSet coefficientsFuzzy set coefficientsRandom setsRandom fuzzy sets" @default.
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- W1570238434 date "2009-01-07" @default.
- W1570238434 modified "2023-09-26" @default.
- W1570238434 title "On Stochastic Differential Equations with Fuzzy Set Coefficients" @default.
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- W1570238434 doi "https://doi.org/10.1007/978-3-540-85027-4_32" @default.
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