The solutions of linear fuzzy stochastic differential systems.

DOI10.1016/S0165-0114(02)00571-7MaRDI QIDQ1429785zbMATH OpenOpenAlexFDO

Authors Yuhu Feng

Publication date 27 May 2004

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-0114(02)00571-7

zbMATH Keywords

fuzzy numberlinear fuzzy stochastic differential systemsmean-square calculus

Mathematics Subject Classification ID

Fuzzy real analysis (26E50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The author considers first order linear fuzzy stochastic differential systems \(X'(t) = A(t)X(t) + Y(t)\), where \(X(t)\) and \(Y(t)\) are second-order \(m\)-dimensional fuzzy stochastic processes. The author [Fuzzy Sets Syst. 115, 351--363 (2000; Zbl 0964.60068)] has presented an explicit representation of the solution under the very restrictive condition that all elements of the coefficient matrix \(A(t)\) have the same sign. Now, the present paper discusses the solution with general coefficient matrix.

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Cites work

• Decomposition theorems for fuzzy supermartingales and submartingales
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• Fuzzy stochastic differential systems
• Gaussian fuzzy random variables
• scientific article; zbMATH DE number 3787238 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
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• Random differential equations in science and engineering

Cited in

(6)

• Fuzzy stochastic differential systems
• ON THE OBSERVABILITY OF CONTINUOUS-TIME DYNAMIC FUZZY CONTROL SYSTEMS
• scientific article; zbMATH DE number 3948795 (Why is no real title available?)
• On the fuzzy control stochastic differential systems
• First order linear fuzzy differential equations under generalized differentiability
• On the quasi-controllability of continuous-time dynamic fuzzy control systems

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