Some properties of strong solutions to stochastic fuzzy differential equations
From MaRDI portal
Publication:497651
DOI10.1016/j.ins.2013.02.053zbMath1325.60092OpenAlexW1974534311MaRDI QIDQ497651
Publication date: 24 September 2015
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2013.02.053
epistemic uncertaintyfuzzy stochastic Lebesgue-Aumann integralfuzzy stochastic Itō integralrandom uncertaintyset-valued stochastic differential equationsstochastic fuzzy differential equationsstochastic fuzzy integral equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic analysis (60H99) Stochastic integral equations (60H20) Fuzzy probability (60A86)
Related Items (39)
Interval-valued functional differential equations under dissipative conditions ⋮ Finite-time reliable filtering for T-S fuzzy stochastic jumping neural networks under unreliable communication links ⋮ Numerical solution of a fuzzy stochastic single-species age-structure model in a polluted environment ⋮ Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations ⋮ On Goursat problem for fuzzy random partial differential equations under generalized Lipschitz conditions ⋮ On solutions to set-valued and fuzzy stochastic differential equations ⋮ Fuzzy stochastic differential equations driven by semimartingales-different approaches ⋮ Fuzzy stochastic differential equations driven by fractional Brownian motion ⋮ Sensitivity of option prices via fuzzy Malliavin calculus ⋮ Fuzzy fractional initial value problem ⋮ Practical stability of fuzzy differential equations with the second type of Hukuhara derivative ⋮ Qualitative analysis of second-order fuzzy difference equation with quadratic term ⋮ Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces ⋮ An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion ⋮ Stochastic fuzzy differential equations of a nonincreasing type ⋮ Ulam-Hyers stability of Caputo-type fractional fuzzy stochastic differential equations with delay ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ On existence and uniqueness of solutions to uncertain backward stochastic differential equations ⋮ Interval-valued functional integro-differential equations ⋮ Robust adaptive fuzzy control design for nearspace vehicle ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Approximate solutions ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Iterative method for non-adapted fuzzy stochastic differential equations ⋮ On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability ⋮ Random fuzzy fractional integral equations -- theoretical foundations ⋮ Fractional calculus for interval-valued functions ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Bipartite fuzzy stochastic differential equations with global Lipschitz condition ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ Multiple solutions of ordinary differential systems with min-max terms and applications to the fuzzy differential equations ⋮ On the solutions for box differential equations under generalized Hukuhara derivative ⋮ Asymptotic behavior of a multigroup SIS epidemic model with stochastic perturbation ⋮ Dynamical behavior of a third-order rational fuzzy difference equation ⋮ Fuzzy and Set-Valued Stochastic Differential Equations with Solutions of Decreasing Fuzziness ⋮ On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution ⋮ Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions ⋮ Existence of solutions for implicit fuzzy differential inclusions ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
Cites Work
- Random fuzzy differential equations under generalized Lipschitz condition
- Set-valued stochastic integral equations driven by martingales
- Second type Hukuhara differentiable solutions to the delay set-valued differential equations
- Itô type stochastic fuzzy differential equations with delay
- Interval differential equations with a second type Hukuhara derivative
- Measurability for fuzzy valued functions
- Martingale methods in financial modelling.
- Overview on the development of fuzzy random variables
- On Borel measurability and large deviations for fuzzy random variables
- Existence theorems for solutions to random fuzzy differential equations
- On random fuzzy differential equations
- Integrals, conditional expectations, and martingales of multivalued functions
- Fuzzy sets as a basis for a theory of possibility
- Fuzzy stochastic differential systems
- Interval Cauchy problem with a second type Hukuhara derivative
- Strong solutions to stochastic fuzzy differential equations of Itô type
- On set differential equations in Banach spaces - a second type Hukuhara differentiability approach
- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
- On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales
- A $D_E[0,1$ representation of random upper semicontinuous functions]
- ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
- Fuzzy sets
- Fuzzy random variables
- Fuzzy differential equations
- Stochastic differential equations. An introduction with applications.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Some properties of strong solutions to stochastic fuzzy differential equations
