Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
type: Item
instance of: scholarly article
title: Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
zbMATH Open document ID: 1255.60093
author: Weiyin Fei
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2012-10-31T00:00:00Z
review text: Noting the importance of including in uncertainty both randomness and fuzziness, the author investigates a class of fuzzy stochastic differential equations (FSDEs) driven by a continuous local martingale under a non-Lipschitzian condition. The existence and uniqueness of such FSDEs are examined, and the question of continuity of the solutions with respect to either the initial conditions or the coefficients of the equations is analyzed.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 34G20
Mathematics Subject Classification ID: 34A12
Mathematics Subject Classification ID: 26E50
zbMATH DE Number: 6100662
zbMATH Keywords: fuzzy stochastic differential equations
zbMATH Keywords: fuzzy stochastic Itô integral
zbMATH Keywords: local martingales
zbMATH Keywords: fuzzy random variables
zbMATH Keywords: non-Lipschitzian condition
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: j.na.2012.08.015
OpenAlex ID: W2004914285
DOI: 10.1016/J.NA.2012.08.015
description: scientific article; zbMATH DE number 6100662