Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients (Q2385686)

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Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
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    Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients (English)
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    12 October 2007
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    In this paper the author proves the existence and uniqueness of solutions for fuzzy random differential equations with non-Lipschitz coefficients. A large class of physically important problems is described by fuzzy random differential systems. In [\textit{Y. Feng}, Fuzzy Sets Syst. 102, No.~2, 271--280 (1999; Zbl 0942.60041)], the concepts of mean-square calculus are applied to the study of systems of fuzzy stochastic differential equations. But in this paper the differentiability on fuzzy stochastic process is different from the concept in [Feng, loc. cit.].
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    fuzzy random variables
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    fuzzy random differential equation
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    existence and uniqueness
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    non-Lipschitz coefficients
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    Gronwall lemma
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