Itô type stochastic fuzzy differential equations with delay

DOI10.1016/j.sysconle.2012.02.012zbMath1250.93116MaRDI QIDQ450807

Marek T. Malinowski

Publication date: 14 September 2012

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.02.012

zbMATH Keywords

fuzzy random variable; fuzzy stochastic process; fuzziness and randomness in modeling; fuzzy stochastic Itô integral; fuzzy stochastic Lebesgue-Aumann integral; stochastic fuzzy differential equation; stochastic fuzzy differential equation with delay; stochastic fuzzy functional differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C42: Fuzzy control/observation systems

93E03: Stochastic systems in control theory (general)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random fuzzy differential equations under generalized Lipschitz condition
• On set-valued stochastic integrals and fuzzy stochastic equations
• Stochastic suppression and stabilization of functional differential equations
• Exponential stability in mean square of neutral stochastic differential functional equations
• Representation theorems, set-valued and fuzzy set-valued Itô integral
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
• Existence-uniqueness and continuation theorems for stochastic functional differential equations
• Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations with infinite delay
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Existence theorems for solutions to random fuzzy differential equations
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Stochastic functional differential equations with infinite delay
• On random fuzzy differential equations
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• Theory of functional differential equations. 2nd ed
• Integrals, conditional expectations, and martingales of multivalued functions
• Fuzzy sets as a basis for a theory of possibility
• Robust stability of uncertain stochastic differential delay equations
• Fuzzy stochastic differential systems
• Revisiting fuzzy differential equations
• Strong solutions to stochastic fuzzy differential equations of Itô type
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• A note on fuzzy differential equations
• Stochastic stabilisation of functional differential equations
• Mean square stability of stochastic Volterra integro-differential equations
• Fuzzy Stochastic Integral Equations Driven by Martingales
• A $D_E[0,1$ representation of random upper semicontinuous functions]
• ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
• Fuzzy sets
• Fuzzy random variables
• Fuzzy differential equations
• Stochastic differential equations. An introduction with applications.