Peano type theorem for random fuzzy initial value problem (Q2906249)

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scientific article; zbMATH DE number 6077292
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    Peano type theorem for random fuzzy initial value problem
    scientific article; zbMATH DE number 6077292

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      Peano type theorem for random fuzzy initial value problem (English)
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      5 September 2012
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      random fuzzy differential equations
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      random fuzzy initial value problem
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      fuzzy stochastic process
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      fuzzy random variable
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      Under suitable assumptions, the author obtains a Peano-type theorem on the existence of solutions for the following random fuzzy initial value problem NEWLINE\[NEWLINE\begin{cases} x^{\prime }(t,\omega )\overset{\mathbb{P}.1}{=}f_{\omega }(t,x(t,\omega ))\,\text{ for all}\, t\in [ 0,T], \\ x(0,\omega )\overset{\mathbb{P}.1}{=}x_{0}.\end{cases}NEWLINE\]NEWLINE Here, \((\Omega ,F,P)\) is a complete probabilty space, \((E^{d},D)\) is the metric space of fuzzy numbers, \(x_{0}\in E^{d}\) and \(f:\Omega \times [ 0,T]\times E^{d}\rightarrow E^{d}\) has the following properties: (H1) \( f_{\cdot }(t,x):\Omega \rightarrow E^{d}\) is a fuzzy random variable for every \((t,x)\in [ 0,T]\times B(x_{0},r)\); (H2) \(f_{\omega }(\cdot ,\cdot ):[0,T]\times B(x_{0},r)\rightarrow E^{d}\) is uniformly continuous with \(\mathbb{P}.1\); (H3) with \(\mathbb{P}.1\), there exists a number \(M>0\) such that \(D(f_{\omega }(t,x),\widehat{0})\leq M\) for every \((t,x)\in [ 0,T]\times B(x_{0},r)\). Under these conditions, the author first obtains the existence of a local \(\varepsilon \)-solution to the above problem. Using this result, the Arzela-Ascoli theorem in the space of continuous set-valued functions from \([0,T]\) into \(\mathcal{K}(\mathbb{R}^{d})\) and a stacking theorem, the author obtains the existence of a local solution to the above problem.
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