Symmetric fuzzy stochastic differential equations driven by fractional Brownian motion
Authors:
- Hossein Jafari,
- Marek T. Malinowski
Abstract
We consider symmetric fuzzy stochastic differential equations where diffusion and drift terms arise in a symmetric way at both sides of the equations and diffusion parts are driven by fractional Brownian motions. Such equations can be used in real-life hybrid systems, which include properties of being both random and fuzzy and reflecting long-range dependence. By imposing on the mappings occurring in the equation the conditions of Lipschitzian continuity and additional constraints by an integrable stochastic process, we construct an approximation sequence of fuzzy stochastic processes and apply this to prove the existence of a unique solution to the studied equation. Finally, a model from population dynamics is considered to illustrate the potential application of our equations.
- Record ID
- CUTb56d972c4a95433394d5c4905e985d33
- Publication categories
- ;
- Author
- Journal series
- Symmetry, ISSN , e-ISSN 2073-8994, Monthly
- Issue year
- 2023
- Vol
- 15
- No
- 7
- Pages
- [1-25]
- Article number
- 1436
- Other elements of collation
- wykr.; Bibliografia (na s.) - 25; Bibliografia (liczba pozycji) - 22; Oznaczenie streszczenia - Abstr.; Numeracja w czasopiśmie - Vol. 15, Iss. 7
- Substantive notes
- This article belongs to the Special Issue: Stochastic Differential Equations: Theory, Methods, and Applications
- Keywords in English
- fuzzy stochastic differential equations, symmetric fuzzy fractional stochastic differential equations, fractional Brownian motion, fuzzy stochastic process, fuzzy stochastic integral
- ASJC Classification
- ; ; ;
- DOI
- DOI:10.3390/sym15071436 Opening in a new tab
- URL
- https://www.mdpi.com/2073-8994/15/7/1436 Opening in a new tab
- Language
- eng (en) English
- License
- Score (nominal)
- 70
- Score source
- journalList
- Score
- Publication indicators
- Additional fields
- Indeksowana w: Web of Science, Scopus
- Uniform Resource Identifier
- https://cris.pk.edu.pl/info/article/CUTb56d972c4a95433394d5c4905e985d33/
- URN
urn:pkr-prod:CUTb56d972c4a95433394d5c4905e985d33
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