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.