On solutions to fuzzy stochastic differential equations with local martingales

DOI10.1016/j.sysconle.2013.12.009zbMath1285.93088OpenAlexW2038124083MaRDI QIDQ2446821

Yanyan Li

Publication date: 22 April 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2013.12.009

zbMATH Keywords

fuzzy random variableslocal martingalesfuzzy stochastic Itô integralLipschitzian conditionfuzzy stochastic differential equation (FSDE)interest term model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (7)

Nonfragile robust \(H_{\infty}\) filter design for a class of fuzzy stochastic systems with stochastic input-to-state stability ⋮ Practical stability of fuzzy differential equations with the second type of Hukuhara derivative ⋮ On existence and uniqueness of solutions to uncertain backward stochastic differential equations ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Delay-dependent robust \(L_2 - L_\infty\) filtering for a class of fuzzy stochastic systems ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions

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