We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions.We consider a class of fuzzy stochastic differential equations (FSDE), in which the integrands of thestochastic integrals are not adapted to the duration generated by a Wiener process. Such equations with randomness, fuzziness, and non-adapted processes can be applied in financial models. We discuss the existence and uniqueness of strong solutions. Manuscript profile

In this study, we consider solving the second kind Volterra fuzzy integral equations system in two cases linear and nonlinear by using a semi-analytic method, called Differential Transform Method (DTM). In this algorithm the first, we convert a Volterra fuzzy integral equations system into two crisp integral equations systems of Volterra; then we solve each of them via DTM. If the equation has a solution in terms of the series expansion of known functions; this powerful method will catch the exact solution. Moreover, the ability and efficiency of the algorithm are shown by solving some numerical examples.In this study, we consider solving the second kind Volterra fuzzy integral equations system in two cases linear and nonlinear by using a semi-analytic method, called Differential Transform Method (DTM). In this algorithm the first, we convert a Volterra fuzzy integral equations system into two crisp integral equations systems of Volterra; then we solve each of them via DTM. If the equation has a solution in terms of the series expansion of known functions; this powerful method will catch the exact solution. Moreover, the ability and efficiency of the algorithm are shown by solving some numerical examples. Manuscript profile