Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
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.
scientific article; zbMATH DE number 6100662