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Journal of the Korean Mathematical Society = 대한수학회지, v.42 no.1, 2005년, pp.153 - 169
KIM JAI HEUI (Department of Mathematics Pusan National University)
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A fuzzy stochastic differential equation contains a fuzzy valued diffusion term which is defined by stochastic integral of a fuzzy process with respect to 1-dimensional Brownian motion. We prove the existence and uniqueness of the solution for fuzzy stochastic differential equation under suitable Li...
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