Backwards fuzzy Ito-Henstock integral for the fuzzy set-valued stochastic process

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Published: 2025-10-20
DOI: https://doi.org/10.56947/gjom.v21i1.3342
Keywords:
backwards fuzzy Ito-Henstock integral, fuzzy set-valued stochastic process, fuzzy set-valued random variable, fuzzy random set, backwards fuzzy set-valued stochastic integral

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Jan Alejandro Sasam
Department of Mathematics and Statistics, MSU-Iligan Institute of Technology, Philippines
Mhelmar Labendia
Department of Mathematics and Statistics, Center for Mathematical and Theoretical Physical Sciences- PRISM, MSU-Iligan Institute of Technology, Philippines

Abstract

In this paper, we introduce the backwards fuzzy Ito-Henstock integral for the fuzzy set-valued stochastic process with respect to a Brownian motion. We also formulate a version of Ito isometry and a version of continuity for the fuzzy Ito-Henstock integral.

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Vol. 21 No. 1 (2025)

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Articles

How to Cite

Backwards fuzzy Ito-Henstock integral for the fuzzy set-valued stochastic process. (2025). Gulf Journal of Mathematics, 21(1), 319-336. https://doi.org/10.56947/gjom.v21i1.3342