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Marek T. Malinowski

Publications and source records attributed to Marek T. Malinowski.

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On symmetric fuzzy stochastic Volterra integral equations with retardation

This paper contains a study on stochastic Volterra integral equations with fuzzy sets-values and involving on a constant retardation. Moreover, the form of the equation is symmetric in the sense that fuzzy stochastic integrals are placed on both sides of the equation. We show that the considered initial value problem formulated in terms of symmetric fuzzy stochastic Volterra integral equation is well-posed. In particular, we show that there exists a unique solution and this solution depends continuously on the parameters of the equation. The results are achieved with the conditions of Lipschitz continuity of drift and diffusion coefficients, and continuity of kernels

math.PR