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

Jan Alejandro Sasam; Mhelmar Labendia

doi:10.56947/gjom.v21i1.3342

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Published: Oct 20, 2025

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

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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How to Cite

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

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Vol. 21 No. 1 (2025)

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