Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations

DOI10.5899/2015/jfsva-00230zbMath1356.65022OpenAlexW1699327538MaRDI QIDQ2960612

A. Seyed Alavi Nobar

Publication date: 17 February 2017

Published in: Journal of Fuzzy Set Valued Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5899/2015/jfsva-00230

zbMATH Keywords

generalized differentiabilityfuzzy stochastic differential equationsfuzzy modified Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fuzzy ordinary differential equations (34A07)