Symmetric fuzzy stochastic differential equations with generalized global lipschitz condition
Authors:
- Marek T. Malinowski
Abstract
The paper contains a discussion on solutions to symmetric type of fuzzy stochasticdifferential equations. The symmetric equations under study have drift and diffusion termssymmetrically on both sides of equations. We claim that such symmetric equations have uniquesolutions in the case that equations’ coefficients satisfy a certain generalized Lipschitz condition.To show this, we prove that an approximation sequence converges to the solution. Then, a studyon stability of solution is given. Some inferences for symmetric set-valued stochastic differentialequations end the paper.
- Record ID
- CUTce39362e4c3844ef98f54a898988ea35
- Publication categories
- ;
- Author
- Journal series
- Symmetry, ISSN , e-ISSN 2073-8994, Monthly
- Issue year
- 2020
- Vol
- 12
- No
- 5
- Pages
- [1-24]
- Article number
- 819
- Other elements of collation
- wykr.; Bibliografia (na s.) - 23-24; Bibliografia (liczba pozycji) - 30; Oznaczenie streszczenia - Abstr.; Numeracja w czasopiśmie - Vol. 12, Iss. 5, spec. iss.
- Substantive notes
- Tyt. numeru spec.: Advances in Stochastic Differential Equations
- Keywords in English
- symmetric fuzzy stochastic differential equation, symmetric set-valued stochastic differential equations, existence and uniqueness of solution, successive approximations, stability of solution, fuzziness, uncertainty
- DOI
- DOI:10.3390/sym12050819 Opening in a new tab
- URL
- https://www.mdpi.com/2073-8994/12/5/819/htm Opening in a new tab
- Language
- eng (en) English
- License
- Score (nominal)
- 70
- Additional fields
- Indeksowana w: Web of Science, Scopus
- Uniform Resource Identifier
- https://cris.pk.edu.pl/info/article/CUTce39362e4c3844ef98f54a898988ea35/
- URN
urn:pkr-prod:CUTce39362e4c3844ef98f54a898988ea35
* presented citation count is obtained through Internet information analysis, and it is close to the number calculated by the Publish or PerishOpening in a new tab system.