The solutions of linear fuzzy stochastic differential systems.
type: Item
instance of: scholarly article
title: The solutions of linear fuzzy stochastic differential systems.
zbMATH Open document ID: 1043.60045
DOI: 10.1016/S0165-0114(02)00571-7
author: Yuhu Feng
published in: Fuzzy Sets and Systems
publication date: 2004-05-27T00:00:00Z
review text: The author considers first order linear fuzzy stochastic differential systems \(X'(t) = A(t)X(t) + Y(t)\), where \(X(t)\) and \(Y(t)\) are second-order \(m\)-dimensional fuzzy stochastic processes. The author [Fuzzy Sets Syst. 115, 351--363 (2000; Zbl 0964.60068)] has presented an explicit representation of the solution under the very restrictive condition that all elements of the coefficient matrix \(A(t)\) have the same sign. Now, the present paper discusses the solution with general coefficient matrix.
reviewed by: Wolfgang Näther
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 26E50
zbMATH DE Number: 2066691
zbMATH Keywords: fuzzy number
zbMATH Keywords: mean-square calculus
zbMATH Keywords: linear fuzzy stochastic differential systems
MaRDI profile type: Publication
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full work available at URL: s0165-0114(02)00571-7
OpenAlex ID: W1999515635
description: scientific article; zbMATH DE number 2066691