An anticipating Class of Fuzzy Stochastic Differential Equations

In this paper, we consider an anticipating stochastic differential equation in which the integrands are not adapted to the filtration generated by a Wiener process in the stochastic integrals. By leveraging the correspondence between the Skorohod integral and the Itô-Skorohod integral, we propose solving these equations using standard iterative techniques. Subsequently, we discuss the existence and uniqueness of strong solutions to these equations. The incorporation of non-adapted, fuzzy, and random processes in such equations makes them applicable in financial models.