This paper studies Lebesgue integral of a fuzzy closed set-valued stochastic process with respect to the time t. Firstly, a progressively measurable fuzzy closed set-valued stochastic process is discussed and an almost everywhere problem in the former Aumann type Lebesgue integral of the level-set process is pointed out. Secondly, a new definition of the Lebesgue integral by decomposable closur...

In this paper we propose a new approach to fuzzy stochastic integrals of Itô and Aumann type. Then a fuzzy equation with fuzzy stochastic integrals is investigated. The existence and uniqueness of solution is proven. Some typical properties of the solution are also obtained. Similar results to set-valued stochastic integral equations are stated.

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

This paper describes the robust output feedback ∞ H fuzzy control design for a class of nonlinear stochastic systems. The system dynamic is modelled by type ô It − stochastic differential equations. For general nonlinear stochastic systems, the ∞ H ontrol can be obtained by solving a second-order nonlinear Hamilton-Jacobi inequality. In general, it is difficult to solve the second-order nonline...

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the proposed fuzzy arithmetic in [2] is used as a tool to handle Fuzzy Stochastic Differential Equation (FSDE). In particular, a system of Ito stochastic diff...

a fuzzy observer based scheme for synchronizing two hyperchaoticoscillators via a scalar transmitted signal for cryptographic application isproposed. the takagi-sugeno fuzzy model exactly represents chaotic systems.based on the general fuzzy model, the fuzzy observer of a chaotic system isdesigned on the basis of the n-shift multiple state based key encryption algorithm.the scalar transmitted s...