Iterative method for non-adapted fuzzy stochastic differential equations

In this paper, an anticipating stochastic differential equation is considered, that the integrand processes are not adapted to the filtration generated by a Wiener process. Using the correspondence between the Skorohod integral and Itô-Skorohod integral, the equations can be solved by using standard iterative techniques. Then, the existence and uniqueness of strong solutions to these equations are discussed. Such equations with non-adapted, fuzziness, and randomness processes can be applied in financial models.