Numerical solution of backward fuzzy SDEs with time delayed coefficients

MaRDI QIDQ3387222zbMATH OpenFDO

Authors Mohammed Zabiba, Sarhan Falah

Publication date 12 January 2021

Full work available at URL http://ijmcs.future-in-tech.net/16.2/R-Zabiba.pdf

zbMATH Keywords

delay differential equationEuler-Maruyama methodItô's integralstochastic fuzzy differential equation

Mathematics Subject Classification ID

Fuzzy functional-differential equations (34K36) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(4)

• Numerical solution of linear inhomogeneous fuzzy delay differential equations
• A numerical method for forward-backward stochastic equations with delay and anticipated term
• Approximation solution for backward fuzzy delay stochastic differential equations
• Approximation solutions of backward fuzzy stochastic differential equations

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