Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition (Q715689)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition |
scientific article |
Statements
Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition (English)
0 references
31 October 2012
0 references
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.
0 references
fuzzy stochastic differential equations
0 references
fuzzy stochastic Itô integral
0 references
local martingales
0 references
fuzzy random variables
0 references
non-Lipschitzian condition
0 references