Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients

DOI10.3233/IFS-152102zbMath1369.34006OpenAlexW2306913142MaRDI QIDQ5273384

Marek T. Malinowski

Publication date: 6 July 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/ifs-152102

zbMATH Keywords

uncertaintyfuzzy stochastic processset-valued stochastic processset-valued stochastic differential equationfuzzy stochastic differential equationfuzzy stochastic integral equationset-valued stochastic integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Fuzzy ordinary differential equations (34A07)

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