Approximation solution for backward fuzzy delay stochastic differential equations

MaRDI QIDQ5127314zbMATH OpenFDO

Authors

Publication date 22 October 2020

Full work available at URL http://ijmcs.future-in-tech.net/16.1/R-Falah.pdf

zbMATH Keywords

delay differential equationEuler-Maruyama methodfuzzy differential equationItô's integralstochastic differential equation

Mathematics Subject Classification ID

Fuzzy functional-differential equations (34K36) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Numerical solution of backward fuzzy SDEs with time delayed coefficients
• Itô type stochastic fuzzy differential equations with delay
• Approximation schemes for fuzzy stochastic integral equations
• scientific article; zbMATH DE number 5135091
• Itô type stochastic fuzzy differential equations with infinite delay

Cited in

(2)

• Numerical solution of backward fuzzy SDEs with time delayed coefficients
• Approximation solutions of backward fuzzy stochastic differential equations

This page was built for publication: Approximation solution for backward fuzzy delay stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5127314)