Stochastic fuzzy differential equations with an application

Marek T. Malinowski; Mariusz Michta

Kybernetika (2011)

  • Volume: 47, Issue: 1, page 123-143
  • ISSN: 0023-5954

Abstract

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In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy differential equations driven by Brownian motion. The continuous dependence on initial condition and stability properties are also established. As an example of application we use some stochastic fuzzy differential equation in a model of population dynamics.

How to cite

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Malinowski, Marek T., and Michta, Mariusz. "Stochastic fuzzy differential equations with an application." Kybernetika 47.1 (2011): 123-143. <http://eudml.org/doc/196974>.

@article{Malinowski2011,
abstract = {In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy differential equations driven by Brownian motion. The continuous dependence on initial condition and stability properties are also established. As an example of application we use some stochastic fuzzy differential equation in a model of population dynamics.},
author = {Malinowski, Marek T., Michta, Mariusz},
journal = {Kybernetika},
keywords = {fuzzy random variable; fuzzy stochastic process; fuzzy stochastic Lebesgue–Aumann integral; fuzzy stochastic Itô integral; stochastic fuzzy differential equation; stochastic fuzzy integral equation; fuzzy random variable; fuzzy stochastic process; fuzzy stochastic Lebesgue–Aumann integral; fuzzy stochastic Itô integral; stochastic fuzzy differential equation; stochastic fuzzy integral equation},
language = {eng},
number = {1},
pages = {123-143},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stochastic fuzzy differential equations with an application},
url = {http://eudml.org/doc/196974},
volume = {47},
year = {2011},
}

TY - JOUR
AU - Malinowski, Marek T.
AU - Michta, Mariusz
TI - Stochastic fuzzy differential equations with an application
JO - Kybernetika
PY - 2011
PB - Institute of Information Theory and Automation AS CR
VL - 47
IS - 1
SP - 123
EP - 143
AB - In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy differential equations driven by Brownian motion. The continuous dependence on initial condition and stability properties are also established. As an example of application we use some stochastic fuzzy differential equation in a model of population dynamics.
LA - eng
KW - fuzzy random variable; fuzzy stochastic process; fuzzy stochastic Lebesgue–Aumann integral; fuzzy stochastic Itô integral; stochastic fuzzy differential equation; stochastic fuzzy integral equation; fuzzy random variable; fuzzy stochastic process; fuzzy stochastic Lebesgue–Aumann integral; fuzzy stochastic Itô integral; stochastic fuzzy differential equation; stochastic fuzzy integral equation
UR - http://eudml.org/doc/196974
ER -

References

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