The solutions of linear fuzzy stochastic differential systems.
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.
linear fuzzy stochastic differential systems
scientific article; zbMATH DE number 2066691