Fuzzy stochastic differential equations driven by fractional Brownian motion

DOI10.1186/s13662-020-03181-zzbMath1485.60054OpenAlexW3164475831WikidataQ115241297 ScholiaQ115241297MaRDI QIDQ2668850

Yanyan Li

Publication date: 7 March 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-020-03181-z

zbMATH Keywords

fractional Brownian motionfuzzy set theoryfuzzy stochastic processesfuzzy stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Fuzzy probability (60A86)

Related Items (5)

A new accurate method for solving fractional relaxation-oscillation with Hilfer derivatives ⋮ An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion ⋮ Finding Fuzzy Inverse Matrix Using Wu’s Method ⋮ Unnamed Item ⋮ Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions

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