An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion

DOI10.1142/s021949372350017xzbMath1524.60010WikidataQ117219362 ScholiaQ117219362MaRDI QIDQ6171132

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Publication date: 17 July 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationfuzzy setssub-fractional Brownian motionfuzzy stochastic integralPicard's iteration method

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Fuzzy probability (60A86)

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